+8.7%
CL vs WY
-5.4%
+14.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.2% | -2.6% | +0.4% | -1.4% |
| 30D | -4.8% | -10.9% | +6.1% | -1.6% |
| 3M | +4.9% | -6.0% | +10.9% | +6.5% |
| 6M | -5.7% | -5.6% | -0.1% | -4.7% |
| YTD | +14.4% | -1.1% | +15.5% | +13.8% |
| 1Y | +8.7% | -7.5% | +16.2% | +8.8% |
| All | +8.7% | -5.4% | +14.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling