+3,527.5%
WCC vs CRL
+1,379.5%
+2,148.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.5% | +4.5% |
| 7D | +4.5% | -1.0% | +5.5% | +4.8% |
| 30D | -5.8% | +10.7% | -16.5% | -9.4% |
| 3M | -3.7% | +55.3% | -58.9% | -19.2% |
| 6M | +23.1% | +60.7% | -37.6% | +0.4% |
| YTD | +44.2% | +44.6% | -0.5% | +21.5% |
| 1Y | +62.1% | +77.7% | -15.7% | +25.3% |
| 3Y | +121.1% | +37.6% | +83.5% | +80.5% |
| 5Y | +214.0% | -35.8% | +249.8% | +229.8% |
| 10Y | +472.8% | +241.7% | +231.0% | +233.8% |
| All | +3,527.5% | +1,379.5% | +2,148.0% | +1,386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling