+653.4%
WDC vs CL
+76.2%
+577.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.4% | +9.6% |
| 7D | -14.4% | +0.5% | -14.9% | -14.5% |
| 30D | -27.1% | +11.6% | -38.6% | -28.6% |
| 3M | -33.3% | +5.6% | -38.9% | -34.0% |
| 6M | -39.6% | +13.2% | -52.7% | -41.8% |
| YTD | +68.4% | +26.9% | +41.5% | +55.8% |
| 1Y | +78.2% | +27.3% | +50.8% | +64.2% |
| 3Y | +772.0% | +39.7% | +732.3% | +628.3% |
| 5Y | +584.9% | +41.3% | +543.6% | +457.7% |
| 10Y | +653.4% | +76.3% | +577.2% | +449.3% |
| All | +653.4% | +76.2% | +577.2% | +449.3% |
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