+15.2%
CPB vs WCC
+1,713.7%
-1,698.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -3.6% |
| 7D | -8.6% | +4.5% | -13.1% | -8.9% |
| 30D | -7.2% | -5.8% | -1.5% | -7.0% |
| 3M | +0.9% | -3.7% | +4.5% | +0.8% |
| 6M | -11.8% | +23.1% | -34.9% | -13.6% |
| YTD | -19.4% | +44.2% | -63.6% | -22.0% |
| 1Y | -30.4% | +62.1% | -92.5% | -33.3% |
| 3Y | -40.2% | +121.1% | -161.3% | -44.8% |
| 5Y | -39.5% | +214.0% | -253.5% | -46.6% |
| 10Y | -47.4% | +472.8% | -520.2% | -57.4% |
| All | +15.2% | +1,713.7% | -1,698.6% | -22.8% |
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