+1,753.0%
CLS vs WAT
+229.0%
+1,524.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.7% | +6.1% |
| 7D | -10.6% | +6.0% | -16.6% | -12.5% |
| 30D | -38.4% | +9.9% | -48.3% | -40.6% |
| 3M | -29.9% | +17.2% | -47.0% | -34.1% |
| 6M | -40.6% | +34.2% | -74.9% | -47.3% |
| YTD | -24.6% | +25.5% | -50.1% | -32.2% |
| 1Y | -30.8% | +28.3% | -59.0% | -38.2% |
| 3Y | +811.7% | +88.4% | +723.4% | +556.0% |
| 5Y | +1,838.4% | +36.1% | +1,802.3% | +1,474.8% |
| All | +1,753.0% | +229.0% | +1,524.0% | +915.8% |
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 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