+76.3%
CL vs GWW
+696.0%
-619.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +0.5% | +5.3% | -4.7% | -0.5% |
| 30D | +11.6% | +12.4% | -0.8% | +9.0% |
| 3M | +5.6% | +13.7% | -8.1% | +2.9% |
| 6M | +13.2% | +18.0% | -4.9% | +9.2% |
| YTD | +26.9% | +44.6% | -17.6% | +17.2% |
| 1Y | +27.3% | +53.1% | -25.8% | +16.2% |
| 3Y | +39.7% | +90.2% | -50.5% | +20.7% |
| 5Y | +41.3% | +215.0% | -173.7% | +8.0% |
| 10Y | +76.3% | +658.9% | -582.7% | +18.9% |
| All | +76.3% | +696.0% | -619.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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