+558.9%
CL vs WCC
+1,713.7%
-1,154.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -1.8% |
| 7D | -2.2% | +4.5% | -6.7% | -2.5% |
| 30D | -4.8% | -5.8% | +1.0% | -4.5% |
| 3M | +4.9% | -3.7% | +8.6% | +4.8% |
| 6M | -5.7% | +23.1% | -28.8% | -7.8% |
| YTD | +14.4% | +44.2% | -29.8% | +10.2% |
| 1Y | +8.7% | +62.1% | -53.3% | +3.5% |
| 3Y | +30.0% | +121.1% | -91.1% | +18.0% |
| 5Y | +28.4% | +214.0% | -185.6% | +10.7% |
| 10Y | +50.1% | +472.8% | -422.7% | +16.5% |
| All | +558.9% | +1,713.7% | -1,154.9% | +330.3% |
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