+1,242.3%
CLS vs WAT
+50.1%
+1,192.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.6% | -1.3% | +5.9% | +5.0% |
| 30D | -13.9% | +2.3% | -16.2% | -14.6% |
| 3M | -26.6% | +8.7% | -35.3% | -28.4% |
| 6M | +15.4% | +28.3% | -12.9% | +6.4% |
| YTD | +5.7% | +7.8% | -2.1% | +1.8% |
| 1Y | +41.1% | +36.6% | +4.5% | +26.2% |
| All | +1,242.3% | +50.1% | +1,192.2% | +1,031.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling