+583.6%
WDC vs CL
+74.1%
+509.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.1% |
| 7D | -28.0% | +1.3% | -29.3% | -28.2% |
| 30D | -34.9% | +11.4% | -46.3% | -36.3% |
| 3M | -41.6% | +4.4% | -46.0% | -42.2% |
| 6M | -45.4% | +10.8% | -56.2% | -47.2% |
| YTD | +53.3% | +25.1% | +28.2% | +42.1% |
| 1Y | +61.5% | +28.0% | +33.6% | +48.3% |
| 3Y | +712.3% | +37.6% | +674.7% | +580.4% |
| 5Y | +524.2% | +39.7% | +484.5% | +408.9% |
| All | +583.6% | +74.1% | +509.5% | +382.9% |
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 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