+3,038.3%
CLS vs WCN
+235.4%
+2,802.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +20.1% | -1.7% | +21.8% | +20.9% |
| 30D | +6.0% | -3.0% | +9.0% | +7.1% |
| 3M | -10.3% | +2.5% | -12.8% | -12.6% |
| 6M | +24.5% | -5.7% | +30.2% | +24.9% |
| YTD | +12.9% | -7.4% | +20.3% | +13.9% |
| 1Y | +36.7% | -8.6% | +45.3% | +38.0% |
| 3Y | +1,328.1% | +19.4% | +1,308.7% | +1,109.2% |
| 5Y | +3,682.3% | +27.2% | +3,655.1% | +2,944.2% |
| 10Y | +3,038.3% | +238.5% | +2,799.8% | +1,624.6% |
| All | +3,038.3% | +235.4% | +2,802.9% | +1,624.6% |
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