+11,005.7%
WDC vs CL
+5,423.1%
+5,582.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -16.7% | +2.6% | -19.3% | -17.4% |
| 30D | -27.2% | +11.8% | -39.0% | -29.8% |
| 3M | -34.0% | +5.9% | -39.9% | -35.5% |
| 6M | -39.7% | +13.3% | -53.0% | -43.0% |
| YTD | +68.1% | +27.1% | +40.9% | +52.4% |
| 1Y | +66.3% | +28.0% | +38.3% | +50.2% |
| 3Y | +754.4% | +39.4% | +715.0% | +628.8% |
| 5Y | +595.8% | +40.8% | +555.0% | +486.0% |
| 10Y | +660.4% | +84.9% | +575.5% | +482.7% |
| All | +11,005.7% | +5,423.1% | +5,582.6% | +2,077.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling