+3,231.7%
CLS vs WCN
+4,611.9%
-1,380.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | -13.9% | +0.4% | -14.3% | -14.2% |
| 3M | -26.6% | +7.3% | -33.9% | -28.9% |
| 6M | +15.4% | -2.5% | +17.9% | +14.3% |
| YTD | +5.7% | -5.4% | +11.0% | +5.5% |
| 1Y | +41.1% | -8.5% | +49.6% | +41.7% |
| 3Y | +1,228.6% | +20.8% | +1,207.8% | +1,112.5% |
| 5Y | +3,240.6% | +30.0% | +3,210.6% | +2,870.4% |
| 10Y | +2,760.3% | +238.4% | +2,521.9% | +1,802.6% |
| All | +3,231.7% | +4,611.9% | -1,380.1% | +1,057.9% |
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