+2,277.8%
CLS vs WCN
+5,341.6%
-3,063.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +7.7% |
| 7D | -10.6% | +1.2% | -11.7% | -11.0% |
| 30D | -38.4% | +24.6% | -63.0% | -43.0% |
| 3M | -29.9% | +14.2% | -44.1% | -33.4% |
| 6M | -40.6% | +25.7% | -66.3% | -46.0% |
| YTD | -24.6% | +9.3% | -33.9% | -28.8% |
| 1Y | -30.8% | +15.3% | -46.1% | -35.8% |
| 3Y | +811.7% | +48.6% | +763.2% | +670.4% |
| 5Y | +1,838.4% | +46.9% | +1,791.5% | +1,542.6% |
| 10Y | +1,751.5% | +298.1% | +1,453.4% | +1,059.5% |
| All | +2,277.8% | +5,341.6% | -3,063.8% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling