+336.3%
WBD vs CL
+464.7%
-128.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +51.6% | -31.9% | -8.4% |
| 7D | +19.7% | +51.6% | -31.9% | -8.4% |
| 30D | +19.7% | +51.6% | -31.9% | -8.4% |
| 3M | +19.7% | +51.6% | -31.9% | -8.4% |
| 6M | +19.7% | +51.6% | -31.9% | -8.4% |
| YTD | +19.7% | +51.6% | -31.9% | -8.4% |
| 1Y | +19.7% | +51.6% | -31.9% | -8.4% |
| 3Y | +19.7% | +51.6% | -31.9% | -8.4% |
| 5Y | +19.7% | +51.6% | -31.9% | -8.4% |
| 10Y | +11.8% | +49.6% | -37.8% | -13.8% |
| All | +336.3% | +464.7% | -128.5% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling