+636.7%
CL vs WCC
+1,380.5%
-743.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | +0.7% |
| 7D | +5.9% | -21.9% | +27.8% | +7.8% |
| 30D | +13.8% | -25.4% | +39.2% | +16.0% |
| 3M | +6.4% | -23.1% | +29.5% | +8.1% |
| 6M | +15.6% | -18.1% | +33.7% | +16.5% |
| YTD | +27.9% | +17.7% | +10.2% | +24.7% |
| 1Y | +31.4% | +12.4% | +19.0% | +28.6% |
| 3Y | +41.4% | +105.9% | -64.5% | +28.5% |
| 5Y | +42.8% | +116.8% | -74.0% | +26.7% |
| 10Y | +79.7% | +456.1% | -376.4% | +39.0% |
| All | +636.7% | +1,380.5% | -743.8% | +387.0% |
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