+221.3%
CLS vs WETO
-99.4%
+320.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.4% | +12.0% | +6.5% |
| 7D | +10.9% | -4.3% | +15.3% | +10.9% |
| 30D | +2.1% | -39.9% | +42.0% | +5.0% |
| 3M | -10.2% | -97.9% | +87.7% | -1.7% |
| 6M | +30.4% | -95.0% | +125.4% | +39.5% |
| YTD | +17.2% | -97.2% | +114.4% | +24.8% |
| 1Y | +41.0% | -98.9% | +139.9% | +49.0% |
| All | +221.3% | -99.4% | +320.7% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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