+52.4%
CL vs WCC
+498.7%
-446.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -1.6% |
| 7D | -2.2% | +4.5% | -6.7% | -2.4% |
| 30D | -4.8% | -5.8% | +1.0% | -4.6% |
| 3M | +4.9% | -3.7% | +8.6% | +4.9% |
| 6M | -5.7% | +23.1% | -28.8% | -7.1% |
| YTD | +14.4% | +44.2% | -29.8% | +11.6% |
| 1Y | +8.7% | +62.1% | -53.3% | +5.2% |
| 3Y | +30.0% | +121.1% | -91.1% | +21.1% |
| 5Y | +28.4% | +214.0% | -185.6% | +14.1% |
| All | +52.4% | +498.7% | -446.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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