-29.6%
CLS vs WAT
+32.9%
-62.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.7% | -9.7% |
| 7D | -21.1% | -1.9% | -19.2% | -20.5% |
| 30D | -38.2% | +6.2% | -44.5% | -39.5% |
| 3M | -36.3% | +18.1% | -54.4% | -40.2% |
| 6M | -43.8% | +54.9% | -98.7% | -51.9% |
| YTD | -20.0% | +23.1% | -43.1% | -30.0% |
| 1Y | -29.6% | +27.3% | -56.9% | -40.8% |
| All | -29.6% | +32.9% | -62.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling