-29.6%
CLS vs W
+21.5%
-51.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +11.0% | -20.0% | -11.8% |
| 7D | -21.1% | +8.4% | -29.5% | -23.0% |
| 30D | -38.2% | +16.5% | -54.7% | -40.9% |
| 3M | -36.3% | +6.4% | -42.7% | -37.8% |
| 6M | -43.8% | +90.5% | -134.3% | -55.2% |
| YTD | -20.0% | +23.1% | -43.1% | -25.4% |
| 1Y | -29.6% | +24.3% | -53.9% | -34.6% |
| All | -29.6% | +21.5% | -51.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling