+4.1%
WBD vs CL
+57.1%
-53.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -1.6% | +3.0% | -4.6% | -2.5% |
| 3M | -0.9% | -6.7% | +5.8% | +0.8% |
| 6M | +19.6% | +12.5% | +7.0% | +15.1% |
| YTD | -5.9% | +12.2% | -18.1% | -9.4% |
| 1Y | +200.9% | -1.2% | +202.1% | +199.9% |
| 3Y | +101.4% | +16.4% | +85.0% | +88.3% |
| 5Y | -27.8% | +20.0% | -47.8% | -33.6% |
| All | +4.1% | +57.1% | -53.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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