+2,029.3%
CLS vs WCN
+322.0%
+1,707.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | +23.5% | +1.2% | +22.4% | +23.1% |
| 30D | -28.9% | +26.4% | -55.4% | -35.2% |
| 3M | -25.2% | +17.5% | -42.7% | -29.9% |
| 6M | -32.1% | +28.7% | -60.8% | -40.0% |
| YTD | -14.1% | +11.5% | -25.6% | -19.5% |
| 1Y | -24.1% | +15.9% | -39.9% | -30.4% |
| 3Y | +897.0% | +51.6% | +845.4% | +656.9% |
| 5Y | +2,089.9% | +47.9% | +2,042.0% | +1,569.2% |
| All | +2,029.3% | +322.0% | +1,707.4% | +954.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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