-12.6%
CLS vs WBD
+262.2%
-274.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.3% | +1.0% | +0.3% | +0.8% |
| 30D | +14.8% | -1.4% | +16.2% | +15.5% |
| 3M | +9.8% | +1.0% | +8.7% | +9.1% |
| 6M | +18.4% | -11.2% | +29.6% | +23.9% |
| YTD | +9.1% | -2.4% | +11.5% | +9.0% |
| 1Y | +8.9% | -13.4% | +22.3% | +14.4% |
| 3Y | +12.5% | -40.3% | +52.9% | +34.8% |
| 5Y | +44.6% | +21.1% | +23.5% | +22.0% |
| 10Y | +23.9% | +273.5% | -249.6% | -35.0% |
| All | -12.6% | +262.2% | -274.7% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling