+68.4%
WCC vs CRL
+66.2%
+2.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +6.8% | -4.6% | +11.4% | +7.6% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | +0.2% | +46.6% | -46.4% | -6.5% |
| 6M | +33.2% | +57.3% | -24.1% | +21.0% |
| YTD | +45.8% | +39.5% | +6.3% | +36.3% |
| 1Y | +68.4% | +76.9% | -8.5% | +47.5% |
| All | +68.4% | +66.2% | +2.2% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling