+43.4%
CL vs WU
-43.8%
+87.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.6% |
| 7D | +3.2% | -2.0% | +5.3% | +3.6% |
| 30D | +8.0% | +11.4% | -3.4% | +6.0% |
| 3M | +7.9% | -6.8% | +14.7% | +8.9% |
| 6M | +14.7% | -14.6% | +29.4% | +17.0% |
| YTD | +29.2% | -20.6% | +49.8% | +32.9% |
| 1Y | +29.5% | -15.4% | +44.9% | +31.4% |
| 3Y | +40.7% | -23.6% | +64.3% | +44.0% |
| All | +43.4% | -43.8% | +87.2% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling