+28.0%
CL vs WM
+20.0%
+8.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | +11.4% | +13.1% | -1.7% | +6.6% |
| 3M | +4.4% | +3.6% | +0.8% | +2.8% |
| 6M | +10.8% | +8.1% | +2.7% | +8.3% |
| YTD | +25.1% | +8.9% | +16.2% | +20.1% |
| 1Y | +28.0% | +20.3% | +7.6% | +18.9% |
| All | +28.0% | +20.0% | +8.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling