+1,761.1%
CLS vs WAT
+228.2%
+1,532.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -13.9% | +3.4% | -17.3% | -14.9% |
| 30D | -38.2% | +9.6% | -47.8% | -40.2% |
| 3M | -28.8% | +15.5% | -44.3% | -32.8% |
| 6M | -40.4% | +33.9% | -74.3% | -47.0% |
| YTD | -24.3% | +25.2% | -49.5% | -31.8% |
| 1Y | -35.0% | +26.3% | -61.3% | -41.6% |
| 3Y | +778.7% | +85.8% | +692.9% | +536.0% |
| 5Y | +1,884.8% | +35.3% | +1,849.6% | +1,517.0% |
| 10Y | +1,761.1% | +231.8% | +1,529.3% | +921.3% |
| All | +1,761.1% | +228.2% | +1,532.9% | +921.3% |
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