+2,944.0%
CLS vs WEC
+143.0%
+2,801.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.5% |
| 7D | +12.8% | +0.8% | +12.0% | +12.7% |
| 30D | +3.8% | +0.3% | +3.5% | +3.8% |
| 3M | -14.6% | -2.9% | -11.7% | -14.5% |
| 6M | +32.2% | -5.9% | +38.2% | +32.8% |
| YTD | +11.6% | +4.1% | +7.5% | +10.7% |
| 1Y | +35.1% | +3.1% | +31.9% | +33.8% |
| 3Y | +1,312.5% | +40.8% | +1,271.8% | +1,208.3% |
| 5Y | +3,542.1% | +31.7% | +3,510.4% | +3,302.3% |
| 10Y | +2,944.0% | +141.1% | +2,802.9% | +2,707.4% |
| All | +2,944.0% | +143.0% | +2,801.0% | +2,707.4% |
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