+5,439.0%
CL vs WM
+28,817.6%
-23,378.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +3.0% |
| 7D | +7.7% | +5.9% | +1.8% | +6.7% |
| 30D | +15.2% | +15.4% | -0.2% | +12.5% |
| 3M | +7.3% | +6.3% | +1.0% | +6.2% |
| 6M | +17.0% | +5.6% | +11.4% | +15.9% |
| YTD | +28.0% | +9.9% | +18.0% | +25.8% |
| 1Y | +32.1% | +20.8% | +11.3% | +27.9% |
| 3Y | +41.5% | +48.5% | -7.0% | +32.3% |
| 5Y | +43.9% | +60.6% | -16.7% | +32.7% |
| 10Y | +79.8% | +349.8% | -270.0% | +43.4% |
| All | +5,439.0% | +28,817.6% | -23,378.6% | +3,176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling