+54.1%
CCL vs WCC
+137.6%
-83.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.5% |
| 7D | -0.1% | +8.5% | -8.6% | -4.1% |
| 30D | -20.0% | -1.0% | -19.0% | -19.9% |
| 3M | -13.7% | +2.1% | -15.8% | -15.6% |
| 6M | -9.0% | +36.8% | -45.8% | -23.7% |
| YTD | -22.8% | +47.7% | -70.5% | -38.0% |
| 1Y | -25.3% | +66.5% | -91.8% | -43.7% |
| 3Y | +54.1% | +134.2% | -80.1% | -13.2% |
| All | +54.1% | +137.6% | -83.6% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling