+632.2%
CL vs WCC
+1,536.7%
-904.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.6% | -9.9% | +12.5% | +3.3% |
| 30D | +11.8% | -13.4% | +25.2% | +12.7% |
| 3M | +5.9% | -13.5% | +19.4% | +6.6% |
| 6M | +13.3% | -10.6% | +23.9% | +13.4% |
| YTD | +27.1% | +30.1% | -3.0% | +23.0% |
| 1Y | +28.0% | +22.3% | +5.7% | +24.4% |
| 3Y | +39.4% | +130.3% | -90.9% | +25.6% |
| 5Y | +40.8% | +144.5% | -103.7% | +23.7% |
| 10Y | +84.9% | +431.8% | -347.0% | +44.0% |
| All | +632.2% | +1,536.7% | -904.5% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling