+3,231.7%
CLS vs WAB
+2,305.9%
+925.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +4.6% | -3.2% | +7.8% | +6.2% |
| 30D | -13.9% | -4.4% | -9.5% | -12.0% |
| 3M | -26.6% | +7.9% | -34.4% | -29.3% |
| 6M | +15.4% | +8.7% | +6.7% | +11.2% |
| YTD | +5.7% | +33.0% | -27.3% | -7.8% |
| 1Y | +41.1% | +46.7% | -5.5% | +17.7% |
| 3Y | +1,228.6% | +153.0% | +1,075.6% | +782.1% |
| 5Y | +3,240.6% | +222.3% | +3,018.4% | +1,897.8% |
| 10Y | +2,760.3% | +291.0% | +2,469.4% | +1,383.5% |
| All | +3,231.7% | +2,305.9% | +925.8% | +565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling