+77.2%
CL vs WM
+348.7%
-271.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | +5.9% | +4.5% | +1.4% | +3.7% |
| 30D | +13.8% | +16.1% | -2.3% | +5.8% |
| 3M | +6.4% | +8.0% | -1.6% | +2.4% |
| 6M | +15.6% | +8.4% | +7.2% | +10.9% |
| YTD | +27.9% | +11.2% | +16.7% | +20.6% |
| 1Y | +31.4% | +22.3% | +9.1% | +18.1% |
| 3Y | +41.4% | +50.2% | -8.9% | +12.8% |
| 5Y | +42.8% | +63.3% | -20.5% | +7.8% |
| All | +77.2% | +348.7% | -271.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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