+271.0%
CG vs WCC
+440.3%
-169.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -1.5% | +14.2% | -15.7% | -7.1% |
| 30D | +5.7% | -9.8% | +15.5% | +9.3% |
| 3M | -17.9% | -10.1% | -7.8% | -15.6% |
| 6M | -20.2% | -9.4% | -10.8% | -19.1% |
| YTD | -32.0% | +34.4% | -66.4% | -43.1% |
| 1Y | -27.0% | +23.3% | -50.3% | -36.5% |
| 3Y | +42.8% | +137.9% | -95.2% | -11.5% |
| 5Y | -23.4% | +144.0% | -167.4% | -54.6% |
| All | +271.0% | +440.3% | -169.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling