+2,944.0%
CLS vs W
+146.2%
+2,797.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 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