+2,104.6%
CLS vs WAT
+2,989.3%
-884.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.3% |
| 3M | -34.3% | +14.5% | -48.8% | -37.6% |
| 6M | -50.1% | +30.9% | -81.0% | -55.0% |
| YTD | -30.1% | +20.5% | -50.6% | -35.9% |
| 1Y | -39.3% | +23.3% | -62.6% | -44.7% |
| 3Y | +732.7% | +81.5% | +651.2% | +527.1% |
| 5Y | +1,777.2% | +33.4% | +1,743.8% | +1,467.6% |
| 10Y | +1,645.6% | +231.5% | +1,414.1% | +892.0% |
| All | +2,104.6% | +2,989.3% | -884.7% | +317.3% |
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 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