+89.6%
CL vs WU
-38.9%
+128.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.5% |
| 7D | +3.2% | -2.0% | +5.3% | +3.7% |
| 30D | +8.0% | +11.4% | -3.4% | +5.5% |
| 3M | +7.9% | -6.8% | +14.7% | +9.3% |
| 6M | +14.7% | -14.6% | +29.4% | +17.6% |
| YTD | +29.2% | -20.6% | +49.8% | +33.8% |
| 1Y | +29.5% | -15.4% | +44.9% | +32.1% |
| 3Y | +40.7% | -23.6% | +64.3% | +44.8% |
| 5Y | +43.9% | -43.4% | +87.2% | +57.3% |
| All | +89.6% | -38.9% | +128.5% | +96.1% |
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