+1,038.6%
CCL vs WST
+14,947.6%
-13,908.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -0.3% | +4.9% | -5.2% | -1.8% |
| 30D | +10.3% | +10.7% | -0.4% | +7.0% |
| 3M | +6.6% | +16.8% | -10.2% | +1.4% |
| 6M | +20.0% | +32.0% | -11.9% | +9.6% |
| YTD | -1.9% | +49.9% | -51.8% | -14.3% |
| 1Y | +10.4% | +50.6% | -40.2% | -3.7% |
| 3Y | +134.8% | +21.4% | +113.4% | +100.4% |
| 5Y | +34.0% | -0.6% | +34.6% | +19.7% |
| 10Y | -32.5% | +449.4% | -481.9% | -69.6% |
| All | +1,038.6% | +14,947.6% | -13,908.9% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling