+1.4%
CCL vs WWD
+198.3%
-196.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.6% |
| 7D | -5.0% | +1.3% | -6.3% | -5.9% |
| 30D | -20.3% | -7.2% | -13.2% | -16.1% |
| 3M | -15.1% | -3.8% | -11.3% | -14.0% |
| 6M | -15.1% | -9.9% | -5.2% | -9.4% |
| YTD | -21.8% | +14.8% | -36.6% | -31.3% |
| 1Y | -24.8% | +42.1% | -66.9% | -44.4% |
| 3Y | +51.9% | +170.8% | -118.9% | -37.8% |
| All | +1.4% | +198.3% | -196.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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