+102.8%
CL vs W
+214.9%
-112.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.2% | +0.2% |
| 7D | +5.9% | -5.6% | +11.5% | +6.1% |
| 30D | +13.8% | +7.5% | +6.2% | +13.5% |
| 3M | +6.4% | +5.4% | +1.0% | +6.2% |
| 6M | +15.6% | +79.4% | -63.8% | +13.5% |
| YTD | +27.9% | +12.9% | +15.0% | +26.8% |
| 1Y | +31.4% | +12.4% | +19.0% | +30.2% |
| 3Y | +41.4% | +128.5% | -87.1% | +35.7% |
| 5Y | +42.8% | -54.0% | +96.7% | +40.4% |
| 10Y | +79.7% | +248.8% | -169.1% | +56.2% |
| All | +102.8% | +214.9% | -112.1% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling