+3,038.3%
CLS vs WAT
+156.2%
+2,882.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +20.1% | -1.8% | +21.9% | +20.9% |
| 30D | +6.0% | -1.7% | +7.7% | +6.7% |
| 3M | -10.3% | +9.1% | -19.4% | -13.3% |
| 6M | +24.5% | +32.4% | -7.9% | +10.6% |
| YTD | +12.9% | +6.6% | +6.3% | +8.3% |
| 1Y | +36.7% | +34.7% | +2.0% | +19.0% |
| 3Y | +1,328.1% | +53.6% | +1,274.5% | +1,020.6% |
| 5Y | +3,682.3% | -4.1% | +3,686.4% | +3,456.7% |
| 10Y | +3,038.3% | +167.9% | +2,870.4% | +1,845.0% |
| All | +3,038.3% | +156.2% | +2,882.1% | +1,845.0% |
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