+73.4%
CL vs WM
+339.4%
-266.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | +1.3% | +1.2% | +0.1% | +0.8% |
| 30D | +11.4% | +13.1% | -1.7% | +4.9% |
| 3M | +4.4% | +3.6% | +0.8% | +2.5% |
| 6M | +10.8% | +8.1% | +2.7% | +6.5% |
| YTD | +25.1% | +8.9% | +16.2% | +19.2% |
| 1Y | +28.0% | +20.3% | +7.6% | +16.0% |
| 3Y | +37.6% | +46.2% | -8.6% | +11.3% |
| 5Y | +39.7% | +59.9% | -20.2% | +6.6% |
| All | +73.4% | +339.4% | -266.0% | -15.1% |
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