+2,104.6%
CLS vs WAB
+2,312.1%
-207.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -22.2% | +1.4% | -23.6% | -22.6% |
| 30D | -44.4% | +0.4% | -44.8% | -44.3% |
| 3M | -34.3% | -3.8% | -30.4% | -32.7% |
| 6M | -50.1% | +5.1% | -55.1% | -51.0% |
| YTD | -30.1% | +33.3% | -63.4% | -38.8% |
| 1Y | -39.3% | +39.8% | -79.2% | -47.9% |
| 3Y | +732.7% | +161.1% | +571.7% | +448.6% |
| 5Y | +1,777.2% | +209.5% | +1,567.7% | +1,047.4% |
| 10Y | +1,645.6% | +293.8% | +1,351.8% | +808.8% |
| All | +2,104.6% | +2,312.1% | -207.6% | +341.8% |
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 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