+442.5%
WCC vs CRL
+358.0%
+84.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.8% |
| 7D | +3.3% | +5.0% | -1.7% | +1.1% |
| 30D | -9.4% | +13.5% | -23.0% | -14.5% |
| 3M | -10.5% | +21.5% | -32.0% | -18.6% |
| 6M | -10.4% | +103.4% | -113.8% | -37.7% |
| YTD | +34.4% | +71.8% | -37.4% | -0.7% |
| 1Y | +27.7% | +97.5% | -69.9% | -12.2% |
| 3Y | +137.9% | +99.2% | +38.7% | +50.8% |
| 5Y | +147.0% | -12.1% | +159.2% | +138.9% |
| 10Y | +442.5% | +359.2% | +83.3% | +134.1% |
| All | +442.5% | +358.0% | +84.5% | +134.1% |
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