+53.4%
CL vs WY
+5.5%
+47.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | -5.2% | -10.5% | +5.3% | -2.9% |
| 3M | +3.3% | -4.9% | +8.2% | +4.2% |
| 6M | -4.4% | -4.9% | +0.5% | -3.5% |
| YTD | +13.9% | -1.7% | +15.6% | +13.9% |
| 1Y | +7.6% | -9.4% | +17.0% | +9.4% |
| 3Y | +29.6% | -22.3% | +51.9% | +34.6% |
| 5Y | +28.1% | -20.5% | +48.6% | +30.2% |
| 10Y | +53.4% | +4.9% | +48.4% | +38.0% |
| All | +53.4% | +5.5% | +47.9% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling