+3,038.3%
CLS vs WAB
+282.7%
+2,755.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | +20.1% | +0.2% | +19.9% | +19.9% |
| 30D | +6.0% | -4.6% | +10.6% | +9.3% |
| 3M | -10.3% | +5.6% | -15.9% | -13.7% |
| 6M | +24.5% | +13.8% | +10.7% | +14.6% |
| YTD | +12.9% | +31.9% | -19.0% | -5.9% |
| 1Y | +36.7% | +48.3% | -11.6% | +6.0% |
| 3Y | +1,328.1% | +167.1% | +1,160.9% | +705.1% |
| 5Y | +3,682.3% | +222.9% | +3,459.4% | +1,817.5% |
| 10Y | +3,038.3% | +289.9% | +2,748.4% | +1,181.8% |
| All | +3,038.3% | +282.7% | +2,755.6% | +1,181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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