+39.9%
CL vs WCC
+117.0%
-77.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.1% |
| 7D | +1.3% | -14.7% | +16.0% | +1.2% |
| 30D | +11.4% | -20.1% | +31.4% | +11.2% |
| 3M | +4.4% | -21.2% | +25.6% | +4.2% |
| 6M | +10.8% | -19.2% | +29.9% | +10.7% |
| YTD | +25.1% | +20.2% | +4.9% | +24.2% |
| 1Y | +28.0% | +14.5% | +13.5% | +27.1% |
| 3Y | +37.6% | +115.1% | -77.5% | +32.3% |
| All | +39.9% | +117.0% | -77.1% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling