+39.9%
CL vs W
-54.5%
+94.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.1% |
| 7D | +1.3% | -3.6% | +4.9% | +1.4% |
| 30D | +11.4% | +7.0% | +4.4% | +11.2% |
| 3M | +4.4% | +7.4% | -2.9% | +4.3% |
| 6M | +10.8% | +69.3% | -58.5% | +9.9% |
| YTD | +25.1% | +11.3% | +13.8% | +24.5% |
| 1Y | +28.0% | +13.2% | +14.8% | +27.3% |
| 3Y | +37.6% | +142.0% | -104.4% | +35.3% |
| All | +39.9% | -54.5% | +94.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling