+17,845.4%
WDC vs CL
+4,870.0%
+12,975.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +6.3% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | -10.0% | -4.8% | -5.1% | -8.8% |
| 3M | -18.8% | +4.9% | -23.7% | -20.9% |
| 6M | +79.0% | -5.7% | +84.7% | +79.4% |
| YTD | +171.6% | +14.4% | +157.2% | +155.0% |
| 1Y | +417.4% | +8.7% | +408.6% | +390.5% |
| 3Y | +1,251.8% | +30.0% | +1,221.8% | +1,078.3% |
| 5Y | +911.7% | +28.4% | +883.3% | +778.0% |
| 10Y | +1,399.6% | +50.1% | +1,349.5% | +1,127.5% |
| All | +17,845.4% | +4,870.0% | +12,975.4% | +3,542.7% |
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 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