+106.3%
CNH vs WCC
+460.5%
-354.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | +4.5% | -9.9% | +14.4% | +9.0% |
| 30D | +7.6% | -13.4% | +21.0% | +13.4% |
| 3M | +17.0% | -13.5% | +30.5% | +22.5% |
| 6M | +12.9% | -10.6% | +23.5% | +15.6% |
| YTD | +34.3% | +30.1% | +4.2% | +15.8% |
| 1Y | +28.5% | +22.3% | +6.2% | +13.7% |
| 3Y | +31.9% | +130.3% | -98.4% | -18.3% |
| 5Y | -9.6% | +144.5% | -154.1% | -48.8% |
| 10Y | +106.3% | +431.8% | -325.6% | -25.5% |
| All | +106.3% | +460.5% | -354.2% | -25.5% |
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