+233.3%
CP vs WCC
+506.2%
-272.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.6% | +6.8% | -6.2% | -1.2% |
| 30D | -0.5% | -3.0% | +2.5% | +0.2% |
| 3M | +0.1% | +0.2% | -0.1% | -0.9% |
| 6M | +7.8% | +33.2% | -25.3% | -1.9% |
| YTD | +22.9% | +45.8% | -23.0% | +8.6% |
| 1Y | +21.3% | +68.4% | -47.1% | +2.3% |
| 3Y | +20.4% | +131.1% | -110.8% | -12.0% |
| 5Y | +34.9% | +225.6% | -190.7% | -16.1% |
| 10Y | +233.3% | +534.2% | -300.8% | +43.2% |
| All | +233.3% | +506.2% | -272.8% | +43.2% |
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