+2,670.5%
CL vs WWD
+13,645.4%
-10,975.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.7% |
| 7D | +5.9% | -2.6% | +8.5% | +6.2% |
| 30D | +13.8% | -7.7% | +21.5% | +14.7% |
| 3M | +6.4% | -17.7% | +24.1% | +8.7% |
| 6M | +15.6% | -15.9% | +31.5% | +17.5% |
| YTD | +27.9% | +1.8% | +26.1% | +26.4% |
| 1Y | +31.4% | +17.4% | +14.0% | +27.3% |
| 3Y | +41.4% | +137.1% | -95.7% | +23.3% |
| 5Y | +42.8% | +162.4% | -119.6% | +21.5% |
| 10Y | +79.7% | +452.5% | -372.8% | +33.3% |
| All | +2,670.5% | +13,645.4% | -10,975.0% | +1,430.9% |
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