-17.9%
CLS vs WCN
+16.4%
-34.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +2.6% | +13.7% | +19.0% |
| 30D | -25.7% | +23.9% | -49.6% | -8.7% |
| 3M | -30.9% | +17.4% | -48.3% | -18.4% |
| 6M | -35.5% | +28.0% | -63.5% | -19.7% |
| YTD | -18.7% | +11.6% | -30.3% | +2.3% |
| 1Y | -17.9% | +16.9% | -34.8% | +6.3% |
| All | -17.9% | +16.4% | -34.3% | +6.3% |
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