+1,751.5%
CLS vs WEC
+178.6%
+1,572.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.8% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -38.4% | +12.9% | -51.4% | -39.2% |
| 3M | -29.9% | +9.8% | -39.7% | -30.5% |
| 6M | -40.6% | +6.7% | -47.4% | -41.2% |
| YTD | -24.6% | +14.0% | -38.6% | -25.9% |
| 1Y | -30.8% | +7.3% | -38.1% | -31.5% |
| 3Y | +811.7% | +63.8% | +747.9% | +724.1% |
| 5Y | +1,838.4% | +54.8% | +1,783.7% | +1,662.4% |
| 10Y | +1,751.5% | +185.7% | +1,565.8% | +1,556.2% |
| All | +1,751.5% | +178.6% | +1,572.9% | +1,556.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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