+35.1%
CLS vs WAT
+32.5%
+2.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.1% |
| 7D | +12.8% | -0.7% | +13.5% | +13.0% |
| 30D | +3.8% | -1.0% | +4.8% | +4.1% |
| 3M | -14.6% | +10.9% | -25.5% | -17.2% |
| 6M | +32.2% | +33.2% | -0.9% | +22.3% |
| YTD | +11.6% | +6.1% | +5.5% | +5.7% |
| 1Y | +35.1% | +30.2% | +4.8% | +27.6% |
| All | +35.1% | +32.5% | +2.6% | +27.6% |
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