+35.1%
CLS vs WEC
+3.0%
+32.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +6.2% |
| 7D | +12.8% | +0.8% | +12.0% | +13.1% |
| 30D | +3.8% | +0.3% | +3.5% | +3.8% |
| 3M | -14.6% | -2.9% | -11.7% | -17.1% |
| 6M | +32.2% | -5.9% | +38.2% | +26.9% |
| YTD | +11.6% | +4.1% | +7.5% | +17.2% |
| 1Y | +35.1% | +3.1% | +31.9% | +37.6% |
| All | +35.1% | +3.0% | +32.1% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling