+712.3%
WDC vs CL
+38.3%
+674.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -3.0% |
| 7D | -28.0% | +1.3% | -29.3% | -27.0% |
| 30D | -34.9% | +11.4% | -46.3% | -29.3% |
| 3M | -41.6% | +4.4% | -46.0% | -39.1% |
| 6M | -45.4% | +10.8% | -56.2% | -39.9% |
| YTD | +53.3% | +25.1% | +28.2% | +80.8% |
| 1Y | +61.5% | +28.0% | +33.6% | +92.8% |
| 3Y | +712.3% | +37.6% | +674.7% | +832.7% |
| All | +712.3% | +38.3% | +674.1% | +832.7% |
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