+34.3%
CP vs WCC
+216.1%
-181.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | -0.5% |
| 7D | -2.7% | +4.5% | -7.1% | -3.6% |
| 30D | +0.2% | -5.8% | +6.0% | +1.3% |
| 3M | +2.6% | -3.7% | +6.2% | +2.7% |
| 6M | +6.0% | +23.1% | -17.1% | -0.1% |
| YTD | +24.9% | +44.2% | -19.2% | +13.2% |
| 1Y | +20.1% | +62.1% | -42.0% | +5.3% |
| 3Y | +16.4% | +121.1% | -104.7% | -9.4% |
| All | +34.3% | +216.1% | -181.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling