+156.1%
WBD vs CL
+31.1%
+125.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | +8.8% | -4.8% | +13.6% | +9.2% |
| 3M | +4.6% | +4.9% | -0.3% | +4.1% |
| 6M | +1.1% | -5.7% | +6.8% | +1.6% |
| YTD | -2.0% | +14.4% | -16.4% | -3.8% |
| 1Y | +140.0% | +8.7% | +131.3% | +137.1% |
| All | +156.1% | +31.1% | +125.0% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling