+84.1%
CL vs WAB
+282.9%
-198.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | +9.5% | +6.4% | +3.1% | +8.7% |
| 3M | +6.8% | +2.2% | +4.6% | +6.4% |
| 6M | +14.3% | +13.7% | +0.6% | +12.2% |
| YTD | +27.0% | +43.0% | -16.0% | +21.3% |
| 1Y | +26.3% | +47.0% | -20.7% | +20.2% |
| 3Y | +39.3% | +174.4% | -135.1% | +21.3% |
| 5Y | +41.5% | +222.2% | -180.7% | +19.8% |
| 10Y | +84.1% | +276.9% | -192.8% | +41.9% |
| All | +84.1% | +282.9% | -198.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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