+113.2%
WDC vs CCL
+17.9%
+95.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.3% | -14.0% | -9.4% |
| 7D | -18.3% | +11.6% | -29.9% | -22.1% |
| 30D | -26.7% | +22.5% | -49.2% | -32.5% |
| 3M | -40.9% | +6.4% | -47.3% | -42.2% |
| 6M | -26.8% | +23.4% | -50.2% | -33.0% |
| YTD | +88.2% | +4.2% | +84.0% | +82.5% |
| 1Y | +113.2% | +21.9% | +91.3% | +100.6% |
| All | +113.2% | +17.9% | +95.3% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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