+83.1%
CL vs WWD
+468.3%
-385.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.2% |
| 30D | +9.5% | +1.8% | +7.7% | +9.1% |
| 3M | +6.8% | -5.0% | +11.7% | +7.2% |
| 6M | +14.3% | -8.4% | +22.7% | +14.8% |
| YTD | +26.3% | +12.3% | +14.0% | +23.3% |
| 1Y | +25.6% | +26.2% | -0.7% | +20.6% |
| 3Y | +38.5% | +154.6% | -116.1% | +18.6% |
| 5Y | +40.7% | +195.3% | -154.5% | +16.2% |
| 10Y | +83.1% | +466.3% | -383.2% | +39.4% |
| All | +83.1% | +468.3% | -385.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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