+1,914.6%
CLS vs WAT
+222.4%
+1,692.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +16.3% | +0.6% | +15.7% | +16.0% |
| 30D | -25.7% | +5.4% | -31.1% | -27.0% |
| 3M | -30.9% | +11.3% | -42.2% | -33.7% |
| 6M | -35.5% | +37.4% | -72.9% | -43.2% |
| YTD | -18.7% | +21.2% | -39.9% | -25.9% |
| 1Y | -17.9% | +21.3% | -39.2% | -25.1% |
| 3Y | +838.1% | +83.4% | +754.7% | +581.8% |
| 5Y | +1,971.9% | +29.0% | +1,942.9% | +1,621.4% |
| All | +1,914.6% | +222.4% | +1,692.1% | +1,013.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling