+115.6%
CRBG vs WCC
+185.8%
-70.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.2% |
| 7D | +0.6% | +1.5% | -1.0% | 0.0% |
| 30D | +2.6% | -2.1% | +4.8% | +3.0% |
| 3M | +24.0% | +3.8% | +20.2% | +20.9% |
| 6M | +50.5% | +35.0% | +15.5% | +31.6% |
| YTD | +17.1% | +46.4% | -29.2% | -0.8% |
| 1Y | +5.9% | +63.0% | -57.1% | -14.5% |
| 3Y | +122.7% | +133.9% | -11.2% | +48.6% |
| All | +115.6% | +185.8% | -70.2% | +22.4% |
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