+34.8%
CNH vs WCC
+295.8%
-260.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.8% |
| 7D | -1.7% | -14.7% | +13.0% | +4.8% |
| 30D | -7.2% | -20.1% | +12.8% | +1.0% |
| 3M | +6.5% | -21.2% | +27.7% | +16.0% |
| 6M | +7.9% | -19.2% | +27.0% | +15.2% |
| YTD | +26.6% | +20.2% | +6.4% | +12.6% |
| 1Y | +13.8% | +14.5% | -0.7% | +3.3% |
| 3Y | +9.2% | +115.1% | -105.9% | -30.8% |
| 5Y | -15.6% | +121.5% | -137.1% | -50.4% |
| 10Y | +119.2% | +468.1% | -348.9% | -26.6% |
| All | +34.8% | +295.8% | -260.9% | -45.8% |
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