+29.5%
CL vs W
+0.7%
+28.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.2% | +0.2% | +3.1% | +3.2% |
| 30D | +8.0% | +6.8% | +1.2% | +7.6% |
| 3M | +7.9% | +10.7% | -2.8% | +7.2% |
| 6M | +14.7% | +86.3% | -71.6% | +11.4% |
| YTD | +29.2% | +11.5% | +17.7% | +25.9% |
| 1Y | +29.5% | +5.1% | +24.4% | +26.9% |
| All | +29.5% | +0.7% | +28.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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