-27.4%
CLS vs WCN
+14.9%
-42.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +9.0% |
| 7D | +2.8% | +0.4% | +2.3% | +3.1% |
| 30D | -30.1% | +25.3% | -55.4% | -13.8% |
| 3M | -21.7% | +15.4% | -37.2% | -9.1% |
| 6M | -36.2% | +27.8% | -64.1% | -21.7% |
| YTD | -17.8% | +10.6% | -28.4% | +3.0% |
| All | -27.4% | +14.9% | -42.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling