Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLS vs WAT✓SelectedUSD · WATCLS vs WAT performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
WAT return
+156.2%
Excess return
+2,882.1%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
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