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  • CLS vs W✓SelectedUSD · WCLS vs W performance historyLatest closeAs of+5.64%09/08
Stock and ETF performance explorer

CLS vs W

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,944.0%
W return
+146.2%
Excess return
+2,797.8%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWExcessAlpha
1D+5.6%+0.5%+5.1%+5.5%
7D+12.8%+6.5%+6.3%+11.4%
30D+3.8%-6.2%+10.0%+5.1%
3M-14.6%+48.9%-63.5%-21.9%
6M+32.2%+31.2%+1.0%+23.3%
YTD+11.6%-0.4%+12.1%+9.4%
1Y+35.1%+14.8%+20.2%+28.0%
3Y+1,312.5%+40.5%+1,272.0%+1,109.6%
5Y+3,542.1%-62.1%+3,604.2%+3,252.4%
10Y+2,944.0%+141.5%+2,802.5%+1,795.1%
All+2,944.0%+146.2%+2,797.8%+1,795.1%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling