+68.0%
CNH vs WCC
+374.6%
-306.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.2% | +2.3% |
| 7D | +23.3% | +4.5% | +18.8% | +20.9% |
| 30D | +33.5% | -5.8% | +39.3% | +36.6% |
| 3M | +32.7% | -3.7% | +36.4% | +33.4% |
| 6M | +22.2% | +23.1% | -0.9% | +9.9% |
| YTD | +57.7% | +44.2% | +13.5% | +31.7% |
| 1Y | +28.0% | +62.1% | -34.1% | +0.4% |
| 3Y | +11.5% | +121.1% | -109.6% | -29.1% |
| 5Y | +11.9% | +214.0% | -202.1% | -43.1% |
| 10Y | +162.8% | +472.8% | -310.0% | -10.6% |
| All | +68.0% | +374.6% | -306.6% | -36.6% |
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