+52.4%
CL vs WWD
+485.4%
-433.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | -2.2% | +1.3% | -3.5% | -2.3% |
| 30D | -4.8% | -7.2% | +2.3% | -4.0% |
| 3M | +4.9% | -3.8% | +8.7% | +5.1% |
| 6M | -5.7% | -9.9% | +4.2% | -5.0% |
| YTD | +14.4% | +14.8% | -0.4% | +11.6% |
| 1Y | +8.7% | +42.1% | -33.3% | +2.9% |
| 3Y | +30.0% | +170.8% | -140.8% | +10.5% |
| 5Y | +28.4% | +197.5% | -169.2% | +6.0% |
| All | +52.4% | +485.4% | -433.0% | +15.3% |
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