+96.1%
WCC vs CAI
-11.0%
+107.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +1.7% | -5.1% | +6.7% | +2.3% |
| 30D | -6.1% | +3.9% | -9.9% | -6.6% |
| 3M | +3.1% | +40.1% | -37.0% | -2.1% |
| 6M | +28.2% | +29.7% | -1.4% | +21.8% |
| YTD | +41.1% | -10.9% | +52.0% | +39.4% |
| 1Y | +61.3% | -28.0% | +89.3% | +63.4% |
| All | +96.1% | -11.0% | +107.0% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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