+1,914.6%
CLS vs WAB
+266.7%
+1,647.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.5% | -4.8% |
| 7D | +16.3% | +5.1% | +11.2% | +12.6% |
| 30D | -25.7% | +4.0% | -29.7% | -27.2% |
| 3M | -30.9% | +0.1% | -31.0% | -30.4% |
| 6M | -35.5% | +12.8% | -48.3% | -40.2% |
| YTD | -18.7% | +40.1% | -58.8% | -34.6% |
| 1Y | -17.9% | +46.4% | -64.3% | -35.7% |
| 3Y | +838.1% | +167.4% | +670.7% | +425.9% |
| 5Y | +1,971.9% | +215.0% | +1,756.9% | +951.6% |
| All | +1,914.6% | +266.7% | +1,647.9% | +710.6% |
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