+397.2%
CL vs WU
-20.2%
+417.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.7% |
| 7D | +1.3% | +11.7% | -10.4% | -1.1% |
| 30D | +11.4% | +12.6% | -1.2% | +8.5% |
| 3M | +4.4% | -0.5% | +4.9% | +4.3% |
| 6M | +10.8% | -18.2% | +29.0% | +14.6% |
| YTD | +25.1% | -19.0% | +44.1% | +29.1% |
| 1Y | +28.0% | -16.7% | +44.6% | +31.1% |
| 3Y | +37.6% | -21.0% | +58.6% | +40.7% |
| 5Y | +39.7% | -41.7% | +81.4% | +50.5% |
| 10Y | +75.8% | -35.0% | +110.8% | +80.0% |
| All | +397.2% | -20.2% | +417.4% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling