+1,256.8%
WDC vs CL
+30.5%
+1,226.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +4.9% |
| 7D | +1.7% | -2.2% | +3.9% | +0.4% |
| 30D | -10.0% | -4.8% | -5.1% | -12.5% |
| 3M | -18.8% | +4.9% | -23.7% | -15.8% |
| 6M | +79.0% | -5.7% | +84.7% | +77.0% |
| YTD | +171.6% | +14.4% | +157.2% | +196.0% |
| 1Y | +417.4% | +8.7% | +408.6% | +460.1% |
| All | +1,256.8% | +30.5% | +1,226.3% | +1,267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling