+279.0%
CCL vs WWD
+15,408.5%
-15,129.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.4% |
| 7D | -5.0% | +1.3% | -6.3% | -5.6% |
| 30D | -20.3% | -7.2% | -13.2% | -17.7% |
| 3M | -15.1% | -3.8% | -11.3% | -14.1% |
| 6M | -15.1% | -9.9% | -5.2% | -10.9% |
| YTD | -21.8% | +14.8% | -36.6% | -27.2% |
| 1Y | -24.8% | +42.1% | -66.9% | -36.7% |
| 3Y | +51.9% | +170.8% | -118.9% | -5.5% |
| 5Y | +4.0% | +197.5% | -193.5% | -37.0% |
| 10Y | -42.2% | +477.8% | -520.0% | -70.9% |
| All | +279.0% | +15,408.5% | -15,129.6% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling