-34.0%
CCL vs WCC
+431.3%
-465.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -1.2% | +9.9% | -11.1% | -7.1% |
| 30D | +13.1% | -8.4% | +21.6% | +17.1% |
| 3M | +3.4% | -10.3% | +13.7% | +7.4% |
| 6M | +18.7% | -10.5% | +29.2% | +21.4% |
| YTD | -2.3% | +32.2% | -34.4% | -23.6% |
| 1Y | +14.2% | +25.5% | -11.3% | -7.8% |
| 3Y | +133.6% | +134.7% | -1.1% | +11.0% |
| 5Y | +33.5% | +139.9% | -106.4% | -41.1% |
| All | -34.0% | +431.3% | -465.4% | -88.4% |
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 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