+811.7%
CLS vs WEC
+60.5%
+751.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +8.6% |
| 7D | -10.6% | +0.2% | -10.8% | -10.3% |
| 30D | -38.4% | +12.9% | -51.4% | -33.4% |
| 3M | -29.9% | +9.8% | -39.7% | -25.4% |
| 6M | -40.6% | +6.7% | -47.4% | -37.7% |
| YTD | -24.6% | +14.0% | -38.6% | -17.2% |
| 1Y | -30.8% | +7.3% | -38.1% | -26.8% |
| 3Y | +811.7% | +63.8% | +747.9% | +1,132.8% |
| All | +811.7% | +60.5% | +751.2% | +1,132.8% |
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