+1,763.7%
CLS vs WAT
+32.4%
+1,731.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -22.2% | -1.1% | -21.1% | -21.7% |
| 30D | -44.4% | +5.0% | -49.3% | -45.2% |
| 3M | -34.3% | +14.5% | -48.8% | -37.5% |
| 6M | -50.1% | +30.9% | -81.0% | -54.9% |
| YTD | -30.1% | +20.5% | -50.6% | -35.7% |
| 1Y | -39.3% | +23.3% | -62.6% | -44.6% |
| 3Y | +732.7% | +81.5% | +651.2% | +511.6% |
| All | +1,763.7% | +32.4% | +1,731.3% | +1,398.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling