-30.8%
CCL vs WST
+441.1%
-471.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | +3.1% | -3.1% | +6.2% | +3.9% |
| 30D | +13.7% | +9.1% | +4.6% | +11.6% |
| 3M | +3.8% | +14.7% | -10.9% | +0.6% |
| 6M | +9.3% | +28.0% | -18.7% | +3.1% |
| YTD | -1.1% | +45.6% | -46.7% | -9.6% |
| 1Y | +14.6% | +45.7% | -31.1% | +4.6% |
| 3Y | +146.4% | +21.1% | +125.3% | +119.9% |
| 5Y | +21.9% | +0.3% | +21.5% | +8.5% |
| All | -30.8% | +441.1% | -471.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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