+305.2%
CG vs WCN
+235.9%
+69.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.9% | -3.1% | -6.7% | -8.2% |
| 30D | -11.7% | -3.4% | -8.3% | -9.8% |
| 3M | -4.3% | +3.0% | -7.2% | -6.6% |
| 6M | -8.8% | -3.8% | -5.0% | -8.0% |
| YTD | -26.9% | -8.3% | -18.5% | -24.4% |
| 1Y | -35.4% | -9.7% | -25.7% | -32.7% |
| 3Y | +43.0% | +17.2% | +25.9% | +20.8% |
| 5Y | +1.9% | +25.3% | -23.4% | -18.9% |
| All | +305.2% | +235.9% | +69.3% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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