+38.3%
CL vs WWD
+154.7%
-116.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.8% | +3.7% | -4.5% | -0.8% |
| 30D | +9.5% | +1.8% | +7.7% | +9.5% |
| 3M | +6.8% | -5.0% | +11.7% | +6.9% |
| 6M | +14.3% | -8.4% | +22.7% | +14.3% |
| YTD | +27.0% | +12.3% | +14.7% | +26.8% |
| 1Y | +26.3% | +26.2% | 0.0% | +25.9% |
| All | +38.3% | +154.7% | -116.4% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling