+1.0%
WBD vs CL
+28.4%
-27.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | +8.8% | -4.8% | +13.6% | +9.8% |
| 3M | +4.6% | +4.9% | -0.3% | +3.3% |
| 6M | +1.1% | -5.7% | +6.8% | +2.2% |
| YTD | -2.0% | +14.4% | -16.4% | -5.8% |
| 1Y | +140.0% | +8.7% | +131.3% | +133.5% |
| 3Y | +144.4% | +30.0% | +114.4% | +117.5% |
| All | +1.0% | +28.4% | -27.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling