+1,242.3%
CLS vs WEC
+42.4%
+1,199.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.5% |
| 7D | +4.6% | -0.3% | +4.8% | +4.4% |
| 30D | -13.9% | -1.3% | -12.6% | -14.6% |
| 3M | -26.6% | -3.9% | -22.6% | -28.0% |
| 6M | +15.4% | -8.3% | +23.7% | +10.6% |
| YTD | +5.7% | +3.1% | +2.6% | +8.0% |
| 1Y | +41.1% | +1.9% | +39.2% | +43.7% |
| All | +1,242.3% | +42.4% | +1,199.9% | +1,492.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling