+3,682.3%
CLS vs WBD
+3.7%
+3,678.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +20.1% | -1.7% | +21.8% | +20.5% |
| 30D | +6.0% | +3.9% | +2.2% | +5.1% |
| 3M | -10.3% | +5.1% | -15.4% | -11.4% |
| 6M | +24.5% | +0.6% | +23.9% | +24.3% |
| YTD | +12.9% | -3.2% | +16.0% | +13.5% |
| 1Y | +36.7% | +127.7% | -91.0% | +11.5% |
| 3Y | +1,328.1% | +146.6% | +1,181.5% | +988.4% |
| 5Y | +3,682.3% | +4.2% | +3,678.1% | +3,432.4% |
| All | +3,682.3% | +3.7% | +3,678.6% | +3,432.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling