-38.4%
CLS vs WEC
+13.4%
-51.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +9.8% |
| 7D | -10.6% | +0.2% | -10.8% | -10.0% |
| 30D | -38.4% | +12.9% | -51.4% | -21.7% |
| All | -38.4% | +13.4% | -51.8% | -21.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling