+52.0%
CGNX vs WCC
+130.1%
-78.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +2.3% |
| 7D | +3.2% | +1.5% | +1.6% | +2.4% |
| 30D | +6.0% | -2.1% | +8.1% | +7.1% |
| 3M | +3.5% | +3.8% | -0.3% | +1.6% |
| 6M | +26.3% | +35.0% | -8.7% | +10.1% |
| YTD | +79.2% | +46.4% | +32.9% | +49.2% |
| 1Y | +43.8% | +63.0% | -19.2% | +12.7% |
| 3Y | +52.0% | +133.9% | -82.0% | -7.3% |
| All | +52.0% | +130.1% | -78.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling