+2,953.7%
CLS vs WBD
+15.6%
+2,938.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.8% |
| 7D | +5.0% | -0.6% | +5.6% | +5.1% |
| 30D | +4.8% | +4.2% | +0.6% | +3.7% |
| 3M | -10.4% | +7.5% | -17.9% | -12.1% |
| 6M | +20.8% | +1.6% | +19.2% | +20.2% |
| YTD | +10.0% | -2.2% | +12.2% | +10.4% |
| 1Y | +28.5% | +124.9% | -96.4% | +3.3% |
| 3Y | +1,292.2% | +149.1% | +1,143.1% | +932.9% |
| 5Y | +3,616.8% | +7.8% | +3,609.0% | +3,144.1% |
| All | +2,953.7% | +15.6% | +2,938.1% | +2,131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling