+43.4%
CL vs W
-55.8%
+99.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 3M | +7.9% | +10.7% | -2.8% | +7.7% |
| 6M | +14.7% | +86.3% | -71.6% | +13.7% |
| YTD | +29.2% | +11.5% | +17.7% | +28.5% |
| 1Y | +29.5% | +5.1% | +24.4% | +29.0% |
| 3Y | +40.7% | +171.0% | -130.3% | +38.0% |
| All | +43.4% | -55.8% | +99.2% | +33.3% |
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