+24.7%
CPB vs WCC
+1,535.5%
-1,510.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.1% | -9.3% | -1.7% |
| 7D | +3.3% | -5.7% | +8.9% | +3.5% |
| 30D | +19.0% | -13.5% | +32.5% | +19.8% |
| 3M | +0.4% | -12.9% | +13.3% | +0.9% |
| 6M | +13.0% | -10.7% | +23.6% | +13.0% |
| YTD | -12.7% | +30.0% | -42.7% | -15.2% |
| 1Y | -20.9% | +24.7% | -45.6% | -23.0% |
| 3Y | -35.4% | +136.6% | -172.0% | -41.0% |
| 5Y | -32.3% | +143.9% | -176.2% | -39.3% |
| 10Y | -40.5% | +465.9% | -506.5% | -52.1% |
| All | +24.7% | +1,535.5% | -1,510.8% | -16.1% |
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