+1,309.1%
WDC vs CCL
-42.2%
+1,351.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | +7.5% | -4.4% | +11.9% | +9.1% |
| 30D | +10.1% | -18.2% | +28.3% | +18.0% |
| 3M | -6.8% | -17.7% | +10.9% | -0.5% |
| 6M | +84.1% | -13.0% | +97.1% | +91.6% |
| YTD | +180.3% | -24.5% | +204.7% | +205.8% |
| 1Y | +411.1% | -26.9% | +438.0% | +457.6% |
| 3Y | +1,375.0% | +50.8% | +1,324.3% | +1,105.7% |
| 5Y | +991.6% | -0.9% | +992.5% | +833.3% |
| 10Y | +1,309.1% | -41.7% | +1,350.8% | +1,391.7% |
| All | +1,309.1% | -42.2% | +1,351.3% | +1,391.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling