+1,753.0%
CLS vs WAB
+282.0%
+1,471.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.1% | +2.7% | +4.4% |
| 7D | -10.6% | +4.0% | -14.5% | -12.5% |
| 30D | -38.4% | +4.5% | -42.9% | -39.9% |
| 3M | -29.9% | +2.3% | -32.2% | -30.4% |
| 6M | -40.6% | +12.5% | -53.1% | -44.8% |
| YTD | -24.6% | +40.2% | -64.8% | -39.3% |
| 1Y | -30.8% | +45.2% | -76.0% | -45.3% |
| 3Y | +811.7% | +171.8% | +639.9% | +406.7% |
| 5Y | +1,838.4% | +217.6% | +1,620.8% | +880.5% |
| All | +1,753.0% | +282.0% | +1,471.1% | +639.5% |
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