+274.8%
CG vs WCC
+431.3%
-156.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | +0.2% | +9.9% | -9.8% | -3.9% |
| 30D | +11.2% | -8.4% | +19.6% | +14.1% |
| 3M | -22.1% | -10.3% | -11.8% | -19.9% |
| 6M | -17.9% | -10.5% | -7.4% | -16.4% |
| YTD | -31.3% | +32.2% | -63.5% | -42.1% |
| 1Y | -24.0% | +25.5% | -49.5% | -34.4% |
| 3Y | +45.0% | +134.7% | -89.7% | -9.6% |
| 5Y | -22.6% | +139.9% | -162.6% | -53.8% |
| All | +274.8% | +431.3% | -156.5% | +30.9% |
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