+76.3%
CL vs WU
-36.4%
+112.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.5% | +9.1% | -8.5% | -1.4% |
| 30D | +11.6% | +12.1% | -0.5% | +8.9% |
| 3M | +5.6% | +0.3% | +5.3% | +5.3% |
| 6M | +13.2% | -19.1% | +32.3% | +17.3% |
| YTD | +26.9% | -19.2% | +46.1% | +31.0% |
| 1Y | +27.3% | -15.3% | +42.6% | +29.9% |
| 3Y | +39.7% | -21.3% | +61.0% | +42.9% |
| 5Y | +41.3% | -41.7% | +83.0% | +53.4% |
| 10Y | +76.3% | -36.0% | +112.3% | +78.4% |
| All | +76.3% | -36.4% | +112.7% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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