+1,751.5%
CLS vs W
+268.4%
+1,483.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.6% | +3.3% | +7.0% |
| 7D | -10.6% | +3.3% | -13.8% | -11.3% |
| 30D | -38.4% | +10.5% | -49.0% | -39.8% |
| 3M | -29.9% | +9.6% | -39.5% | -31.5% |
| 6M | -40.6% | +76.4% | -117.0% | -47.9% |
| YTD | -24.6% | +16.4% | -41.0% | -28.8% |
| 1Y | -30.8% | +9.3% | -40.1% | -33.9% |
| 3Y | +811.7% | +172.8% | +638.9% | +600.4% |
| 5Y | +1,838.4% | -53.4% | +1,891.8% | +1,612.0% |
| 10Y | +1,751.5% | +243.6% | +1,507.9% | +961.1% |
| All | +1,751.5% | +268.4% | +1,483.1% | +961.1% |
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