+1,877.4%
CL vs WAB
+4,408.2%
-2,530.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +3.1% | -3.9% | -1.2% |
| 30D | +9.5% | +6.4% | +3.1% | +8.5% |
| 3M | +6.8% | +2.2% | +4.6% | +6.3% |
| 6M | +14.3% | +13.7% | +0.6% | +11.8% |
| YTD | +27.0% | +43.0% | -16.0% | +20.2% |
| 1Y | +26.3% | +47.0% | -20.7% | +19.0% |
| 3Y | +39.3% | +174.4% | -135.1% | +19.0% |
| 5Y | +41.5% | +222.2% | -180.7% | +17.2% |
| 10Y | +84.1% | +276.9% | -192.8% | +42.5% |
| All | +1,877.4% | +4,408.2% | -2,530.8% | +879.4% |
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 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