+1.4%
CCL vs WST
-25.7%
+27.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -5.0% | +0.7% | -5.8% | -5.2% |
| 30D | -20.3% | -3.1% | -17.2% | -19.8% |
| 3M | -15.1% | +7.2% | -22.3% | -16.8% |
| 6M | -15.1% | +36.8% | -51.9% | -21.8% |
| YTD | -21.8% | +23.8% | -45.6% | -26.4% |
| 1Y | -24.8% | +37.8% | -62.6% | -31.3% |
| 3Y | +51.9% | -15.9% | +67.8% | +50.0% |
| All | +1.4% | -25.7% | +27.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling