+137.3%
CTVA vs WCC
+577.1%
-439.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.0% |
| 7D | -20.8% | +9.9% | -30.7% | -22.8% |
| 30D | -29.6% | -8.4% | -21.2% | -28.6% |
| 3M | -16.9% | -10.3% | -6.6% | -15.7% |
| 6M | -24.3% | -10.5% | -13.8% | -23.9% |
| YTD | -5.6% | +32.2% | -37.8% | -16.3% |
| 1Y | -4.2% | +25.5% | -29.7% | -13.9% |
| 3Y | +43.3% | +134.7% | -91.4% | -0.1% |
| 5Y | +35.7% | +139.9% | -104.2% | -11.8% |
| All | +137.3% | +577.1% | -439.9% | -5.8% |
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 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