+160.7%
CNH vs WCC
+506.2%
-345.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | +1.8% | +6.8% | -5.0% | -1.1% |
| 30D | +32.6% | -3.0% | +35.6% | +33.9% |
| 3M | +29.4% | +0.2% | +29.2% | +27.8% |
| 6M | +26.0% | +33.2% | -7.2% | +9.6% |
| YTD | +52.2% | +45.8% | +6.4% | +26.6% |
| 1Y | +23.9% | +68.4% | -44.5% | -4.2% |
| 3Y | +10.1% | +131.1% | -121.0% | -30.9% |
| 5Y | +13.2% | +225.6% | -212.5% | -43.0% |
| 10Y | +160.7% | +534.2% | -373.5% | -16.3% |
| All | +160.7% | +506.2% | -345.5% | -16.3% |
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 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