+28.0%
CL vs WU
-14.8%
+42.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +2.6% | +11.0% | -8.5% | +1.4% |
| 30D | +11.8% | +13.4% | -1.6% | +10.3% |
| 3M | +5.9% | +2.2% | +3.7% | +5.3% |
| 6M | +13.3% | -18.2% | +31.5% | +13.4% |
| YTD | +27.1% | -18.3% | +45.4% | +26.5% |
| 1Y | +28.0% | -12.2% | +40.2% | +25.1% |
| All | +28.0% | -14.8% | +42.8% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling