+822.0%
WDC vs CL
+38.6%
+783.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | -3.2% | -0.8% | -2.5% | -3.9% |
| 30D | -19.0% | +9.5% | -28.6% | -13.0% |
| 3M | -28.4% | +6.8% | -35.2% | -24.3% |
| 6M | -39.2% | +14.3% | -53.5% | -32.0% |
| YTD | +82.1% | +27.0% | +55.1% | +116.8% |
| 1Y | +84.7% | +26.3% | +58.4% | +119.7% |
| All | +822.0% | +38.6% | +783.4% | +966.2% |
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