+9.2%
CNH vs WCC
+110.7%
-101.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.0% |
| 7D | -1.7% | -14.7% | +13.0% | +3.7% |
| 30D | -7.2% | -20.1% | +12.8% | -0.3% |
| 3M | +6.5% | -21.2% | +27.7% | +14.7% |
| 6M | +7.9% | -19.2% | +27.0% | +14.3% |
| YTD | +26.6% | +20.2% | +6.4% | +14.5% |
| 1Y | +13.8% | +14.5% | -0.7% | +4.6% |
| 3Y | +9.2% | +115.1% | -105.9% | -34.7% |
| All | +9.2% | +110.7% | -101.5% | -34.7% |
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