-4.2%
CTVA vs WCC
+22.3%
-26.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.6% |
| 7D | -20.8% | +9.9% | -30.7% | -20.8% |
| 30D | -29.6% | -8.4% | -21.2% | -29.6% |
| 3M | -16.9% | -10.3% | -6.6% | -16.9% |
| 6M | -24.3% | -10.5% | -13.8% | -23.9% |
| YTD | -5.6% | +32.2% | -37.8% | -9.7% |
| 1Y | -4.2% | +25.5% | -29.7% | -7.9% |
| All | -4.2% | +22.3% | -26.5% | -7.9% |
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 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