+431.8%
WCC vs CRL
+353.6%
+78.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -9.9% | -1.7% | -8.2% | -9.0% |
| 30D | -13.4% | +14.6% | -28.0% | -18.6% |
| 3M | -13.5% | +24.8% | -38.3% | -22.3% |
| 6M | -10.6% | +94.7% | -105.3% | -36.5% |
| YTD | +30.1% | +73.4% | -43.3% | -4.2% |
| 1Y | +22.3% | +104.7% | -82.3% | -17.4% |
| 3Y | +130.3% | +101.1% | +29.2% | +45.4% |
| 5Y | +144.5% | -10.8% | +155.3% | +134.5% |
| 10Y | +431.8% | +358.8% | +73.0% | +129.1% |
| All | +431.8% | +353.6% | +78.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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