+216.7%
CTVA vs WCC
+648.7%
-432.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.7% |
| 7D | -4.5% | +1.4% | -5.9% | -4.9% |
| 30D | +11.3% | -2.3% | +13.6% | +11.6% |
| 3M | +12.3% | +3.7% | +8.6% | +9.9% |
| 6M | +7.2% | +34.8% | -27.6% | -3.7% |
| YTD | +26.0% | +46.1% | -20.1% | +10.1% |
| 1Y | +16.0% | +62.7% | -46.7% | -2.8% |
| 3Y | +73.9% | +133.6% | -59.7% | +23.0% |
| 5Y | +103.8% | +226.1% | -122.3% | +20.8% |
| All | +216.7% | +648.7% | -432.0% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling