+26.7%
CP vs WCC
+110.7%
-84.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | +2.8% | -14.7% | +17.5% | +5.3% |
| 30D | +10.2% | -20.1% | +30.3% | +14.0% |
| 3M | +2.4% | -21.2% | +23.5% | +5.9% |
| 6M | +7.7% | -19.2% | +26.8% | +10.3% |
| YTD | +26.0% | +20.2% | +5.8% | +17.6% |
| 1Y | +34.6% | +14.5% | +20.2% | +26.8% |
| 3Y | +26.7% | +115.1% | -88.4% | -5.7% |
| All | +26.7% | +110.7% | -84.0% | -5.7% |
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