+3,231.7%
CLS vs WAT
+2,663.7%
+568.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +4.6% | -1.3% | +5.9% | +5.1% |
| 30D | -13.9% | +2.3% | -16.2% | -14.7% |
| 3M | -26.6% | +8.7% | -35.3% | -28.8% |
| 6M | +15.4% | +28.3% | -12.9% | +4.1% |
| YTD | +5.7% | +7.8% | -2.1% | +1.1% |
| 1Y | +41.1% | +36.6% | +4.5% | +22.9% |
| 3Y | +1,228.6% | +45.7% | +1,182.9% | +986.3% |
| 5Y | +3,240.6% | -3.3% | +3,244.0% | +3,052.2% |
| 10Y | +2,760.3% | +162.1% | +2,598.2% | +1,667.5% |
| All | +3,231.7% | +2,663.7% | +568.0% | +557.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling