+3,282.4%
WCC vs CRL
+1,657.4%
+1,625.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.7% |
| 7D | +3.3% | +5.0% | -1.7% | +1.5% |
| 30D | -9.4% | +13.5% | -23.0% | -13.5% |
| 3M | -10.5% | +21.5% | -32.0% | -17.0% |
| 6M | -10.4% | +103.4% | -113.8% | -32.7% |
| YTD | +34.4% | +71.8% | -37.4% | +6.0% |
| 1Y | +27.7% | +97.5% | -69.9% | -4.6% |
| 3Y | +137.9% | +99.2% | +38.7% | +69.1% |
| 5Y | +147.0% | -12.1% | +159.2% | +131.9% |
| 10Y | +442.5% | +359.2% | +83.3% | +185.4% |
| All | +3,282.4% | +1,657.4% | +1,625.0% | +1,197.2% |
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