+331.2%
CG vs WCC
+506.2%
-175.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -6.4% | +6.8% | -13.2% | -9.2% |
| 30D | -7.1% | -3.0% | -4.0% | -6.2% |
| 3M | -1.6% | +0.2% | -1.8% | -2.8% |
| 6M | -8.3% | +33.2% | -41.5% | -21.3% |
| YTD | -23.8% | +45.8% | -69.6% | -37.4% |
| 1Y | -28.7% | +68.4% | -97.1% | -45.7% |
| 3Y | +49.2% | +131.1% | -82.0% | -4.9% |
| 5Y | +5.5% | +225.6% | -220.1% | -43.3% |
| 10Y | +331.2% | +534.2% | -202.9% | +41.8% |
| All | +331.2% | +506.2% | -175.0% | +41.8% |
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