+298.2%
WBD vs CL
+481.6%
-183.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.2% |
| 7D | -1.8% | -2.2% | +0.4% | -0.8% |
| 30D | +8.8% | -4.8% | +13.6% | +11.2% |
| 3M | +4.6% | +4.9% | -0.3% | +1.7% |
| 6M | +1.1% | -5.7% | +6.8% | +2.9% |
| YTD | -2.0% | +14.4% | -16.4% | -9.4% |
| 1Y | +140.0% | +8.7% | +131.3% | +126.6% |
| 3Y | +144.4% | +30.0% | +114.4% | +105.5% |
| 5Y | -0.2% | +28.4% | -28.6% | -16.6% |
| 10Y | +9.1% | +50.1% | -41.0% | -20.9% |
| All | +298.2% | +481.6% | -183.4% | +22.2% |
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 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