+687.2%
WDC vs CL
+84.9%
+602.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.4% |
| 7D | -3.2% | -0.8% | -2.5% | -3.1% |
| 30D | -19.0% | +9.5% | -28.6% | -20.4% |
| 3M | -28.4% | +6.8% | -35.2% | -29.4% |
| 6M | -39.2% | +14.3% | -53.5% | -41.6% |
| YTD | +82.1% | +27.0% | +55.1% | +68.4% |
| 1Y | +84.7% | +26.3% | +58.4% | +70.7% |
| 3Y | +825.6% | +39.3% | +786.4% | +674.1% |
| 5Y | +608.2% | +41.5% | +566.6% | +476.1% |
| All | +687.2% | +84.9% | +602.4% | +447.5% |
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