+1,045.3%
CI vs WCC
+1,412.6%
-367.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | -1.6% | -14.7% | +13.1% | +1.0% |
| 30D | +5.4% | -20.1% | +25.5% | +9.1% |
| 3M | +7.3% | -21.2% | +28.4% | +10.8% |
| 6M | +5.3% | -19.2% | +24.5% | +7.5% |
| YTD | +8.5% | +20.2% | -11.7% | +2.2% |
| 1Y | +17.1% | +14.5% | +2.7% | +11.2% |
| 3Y | +1.4% | +115.1% | -113.7% | -19.0% |
| 5Y | +50.5% | +121.5% | -71.0% | +14.7% |
| 10Y | +168.5% | +468.1% | -299.6% | +55.0% |
| All | +1,045.3% | +1,412.6% | -367.3% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling