+1,245.5%
WDC vs CL
+51.8%
+1,193.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +6.0% | -1.4% | +7.4% | +6.2% |
| 30D | +9.9% | -5.2% | +15.1% | +10.9% |
| 3M | -9.4% | +3.3% | -12.7% | -11.0% |
| 6M | +94.7% | -4.4% | +99.1% | +94.5% |
| YTD | +177.4% | +13.9% | +163.4% | +161.8% |
| 1Y | +412.6% | +7.6% | +404.9% | +390.6% |
| 3Y | +1,359.8% | +29.6% | +1,330.2% | +1,122.5% |
| 5Y | +992.6% | +28.1% | +964.5% | +802.9% |
| 10Y | +1,245.5% | +53.4% | +1,192.1% | +886.9% |
| All | +1,245.5% | +51.8% | +1,193.7% | +886.9% |
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