+24.4%
CRBG vs WCC
+26.8%
-2.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.2% |
| 7D | -0.3% | +3.3% | -3.7% | -1.2% |
| 30D | +4.5% | -9.4% | +13.9% | +6.1% |
| 3M | +9.0% | -10.5% | +19.5% | +10.6% |
| 6M | +39.3% | -10.4% | +49.7% | +40.9% |
| YTD | +22.9% | +34.4% | -11.5% | +2.9% |
| 1Y | +24.4% | +27.7% | -3.2% | +5.3% |
| All | +24.4% | +26.8% | -2.4% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling