-41.7%
CCL vs WCC
+506.2%
-547.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.3% |
| 7D | -4.4% | +6.8% | -11.2% | -8.4% |
| 30D | -18.2% | -3.0% | -15.2% | -17.1% |
| 3M | -17.7% | +0.2% | -17.9% | -19.5% |
| 6M | -13.0% | +33.2% | -46.2% | -29.7% |
| YTD | -24.5% | +45.8% | -70.3% | -42.9% |
| 1Y | -26.9% | +68.4% | -95.3% | -50.2% |
| 3Y | +50.8% | +131.1% | -80.4% | -24.8% |
| 5Y | -0.9% | +225.6% | -226.5% | -63.2% |
| 10Y | -41.7% | +534.2% | -575.8% | -90.3% |
| All | -41.7% | +506.2% | -547.9% | -90.3% |
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