+262.2%
CP vs WCC
+440.3%
-178.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.9% | +14.2% | -13.3% | -2.6% |
| 30D | +10.3% | -9.8% | +20.2% | +12.3% |
| 3M | +2.3% | -10.1% | +12.4% | +3.8% |
| 6M | +10.7% | -9.4% | +20.1% | +11.1% |
| YTD | +29.3% | +34.4% | -5.1% | +15.3% |
| 1Y | +31.5% | +23.3% | +8.2% | +19.9% |
| 3Y | +36.7% | +137.9% | -101.2% | -2.2% |
| 5Y | +26.8% | +144.0% | -117.2% | -15.1% |
| All | +262.2% | +440.3% | -178.1% | +60.6% |
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 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