-13.0%
CLS vs WBD
+267.9%
-280.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | +1.1% | +3.1% | -2.0% | -0.2% |
| 30D | +15.4% | +1.0% | +14.4% | +14.9% |
| 3M | +9.3% | +1.3% | +8.0% | +8.5% |
| 6M | +19.1% | -8.7% | +27.8% | +23.2% |
| YTD | +8.5% | -0.9% | +9.4% | +7.8% |
| 1Y | +7.7% | -13.6% | +21.4% | +13.3% |
| 3Y | +11.9% | -38.8% | +50.7% | +32.5% |
| 5Y | +39.3% | +19.3% | +20.1% | +18.5% |
| 10Y | +23.3% | +279.4% | -256.1% | -35.8% |
| All | -13.0% | +267.9% | -280.9% | -55.1% |
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