+1,838.4%
CLS vs WCC
+141.7%
+1,696.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.1% | -0.3% | +2.8% |
| 7D | -10.6% | -5.7% | -4.9% | -6.8% |
| 30D | -38.4% | -13.5% | -25.0% | -32.2% |
| 3M | -29.9% | -12.9% | -17.0% | -22.8% |
| 6M | -40.6% | -10.7% | -30.0% | -35.5% |
| YTD | -24.6% | +30.0% | -54.6% | -34.0% |
| 1Y | -30.8% | +24.7% | -55.5% | -37.4% |
| 3Y | +811.7% | +136.6% | +675.2% | +474.5% |
| 5Y | +1,838.4% | +143.9% | +1,694.5% | +1,000.4% |
| All | +1,838.4% | +141.7% | +1,696.8% | +1,000.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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