-24.1%
CLS vs WAT
+19.9%
-44.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.4% |
| 7D | +23.5% | +2.0% | +21.5% | +22.4% |
| 30D | -28.9% | +7.7% | -36.6% | -30.6% |
| 3M | -25.2% | +11.1% | -36.2% | -27.9% |
| 6M | -32.1% | +31.2% | -63.3% | -38.2% |
| YTD | -14.1% | +21.7% | -35.8% | -24.5% |
| 1Y | -24.1% | +19.3% | -43.4% | -30.9% |
| All | -24.1% | +19.9% | -44.0% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling