+2,377.9%
CL vs WWD
+15,408.5%
-13,030.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.6% |
| 5Y | +28.4% | +197.5% | -169.2% | +7.7% |
| 10Y | +50.1% | +477.8% | -427.7% | +11.0% |
| All | +2,377.9% | +15,408.5% | -13,030.7% | +1,251.6% |
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