+84.9%
CL vs WY
0.0%
+84.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.7% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +11.8% | +8.0% | +3.7% | +9.8% |
| 3M | +5.9% | -17.7% | +23.6% | +10.5% |
| 6M | +13.3% | -10.8% | +24.1% | +15.9% |
| YTD | +27.1% | -10.6% | +37.7% | +29.7% |
| 1Y | +28.0% | -5.7% | +33.7% | +29.1% |
| 3Y | +39.4% | -24.8% | +64.2% | +45.8% |
| 5Y | +40.8% | -31.7% | +72.5% | +48.3% |
| 10Y | +84.9% | +2.9% | +81.9% | +69.5% |
| All | +84.9% | 0.0% | +84.9% | +69.5% |
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