+1,848.3%
CL vs WAB
+4,103.0%
-2,254.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +11.4% | +0.4% | +10.9% | +11.2% |
| 3M | +4.4% | -3.8% | +8.3% | +4.8% |
| 6M | +10.8% | +5.1% | +5.7% | +9.6% |
| YTD | +25.1% | +33.3% | -8.2% | +19.6% |
| 1Y | +28.0% | +39.8% | -11.9% | +21.5% |
| 3Y | +37.6% | +161.1% | -123.4% | +18.4% |
| 5Y | +39.7% | +209.5% | -169.7% | +16.3% |
| 10Y | +75.8% | +293.8% | -218.1% | +35.1% |
| All | +1,848.3% | +4,103.0% | -2,254.7% | +874.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling