+225.6%
WCC vs CRL
-37.6%
+263.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +6.8% | -4.6% | +11.4% | +8.6% |
| 30D | -3.0% | +0.5% | -3.5% | -3.3% |
| 3M | +0.2% | +46.6% | -46.4% | -14.3% |
| 6M | +33.2% | +57.3% | -24.1% | +8.9% |
| YTD | +45.8% | +39.5% | +6.3% | +24.3% |
| 1Y | +68.4% | +76.9% | -8.5% | +28.8% |
| 3Y | +131.1% | +39.4% | +91.8% | +87.9% |
| 5Y | +225.6% | -37.2% | +262.8% | +218.9% |
| All | +225.6% | -37.6% | +263.2% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling