+2,651.1%
CL vs WWD
+15,065.0%
-12,413.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.8% | +3.7% | -4.5% | -1.3% |
| 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% | +14.9% |
| YTD | +27.0% | +12.3% | +14.7% | +24.0% |
| 1Y | +26.3% | +26.2% | 0.0% | +21.2% |
| 3Y | +39.3% | +154.6% | -115.3% | +20.4% |
| 5Y | +41.5% | +195.3% | -153.7% | +18.6% |
| 10Y | +84.1% | +466.3% | -382.2% | +36.2% |
| All | +2,651.1% | +15,065.0% | -12,413.8% | +1,401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling