+1,242.3%
CLS vs WAB
+162.1%
+1,080.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | +4.6% | -3.2% | +7.8% | +7.9% |
| 30D | -13.9% | -4.4% | -9.5% | -10.0% |
| 3M | -26.6% | +7.9% | -34.4% | -32.4% |
| 6M | +15.4% | +8.7% | +6.7% | +5.5% |
| YTD | +5.7% | +33.0% | -27.3% | -22.1% |
| 1Y | +41.1% | +46.7% | -5.5% | -6.1% |
| All | +1,242.3% | +162.1% | +1,080.2% | +510.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling