+76.3%
CL vs WAB
+305.5%
-229.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.9% |
| 7D | +0.5% | +4.0% | -3.5% | +0.1% |
| 30D | +11.6% | +4.5% | +7.1% | +10.9% |
| 3M | +5.6% | +2.3% | +3.3% | +5.2% |
| 6M | +13.2% | +12.5% | +0.7% | +11.3% |
| YTD | +26.9% | +40.2% | -13.3% | +21.5% |
| 1Y | +27.3% | +45.2% | -17.9% | +21.4% |
| 3Y | +39.7% | +171.8% | -132.1% | +22.0% |
| 5Y | +41.3% | +217.6% | -176.3% | +20.1% |
| 10Y | +76.3% | +285.3% | -209.0% | +38.4% |
| All | +76.3% | +305.5% | -229.2% | +38.4% |
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