+4,850.5%
CL vs WM
+26,336.4%
-21,485.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.8% | -2.4% | -2.5% | -4.5% |
| 3M | +4.9% | +0.4% | +4.5% | +4.9% |
| 6M | -5.7% | -9.5% | +3.8% | -4.2% |
| YTD | +14.4% | +0.5% | +13.9% | +14.1% |
| 1Y | +8.7% | -1.1% | +9.8% | +8.8% |
| 3Y | +30.0% | +46.0% | -16.1% | +21.9% |
| 5Y | +28.4% | +51.8% | -23.5% | +19.5% |
| 10Y | +50.1% | +307.5% | -257.4% | +21.7% |
| All | +4,850.5% | +26,336.4% | -21,485.9% | +2,872.4% |
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