+587.8%
WDC vs CL
+41.6%
+546.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | -3.2% | -0.8% | -2.5% | -3.6% |
| 30D | -19.0% | +9.5% | -28.6% | -16.2% |
| 3M | -28.4% | +6.8% | -35.2% | -26.4% |
| 6M | -39.2% | +14.3% | -53.5% | -36.2% |
| YTD | +82.1% | +27.0% | +55.1% | +94.3% |
| 1Y | +84.7% | +26.3% | +58.4% | +97.0% |
| 3Y | +825.6% | +39.3% | +786.4% | +821.5% |
| All | +587.8% | +41.6% | +546.2% | +571.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling