+209.3%
CLS vs WETO
-99.4%
+308.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.2% | +1.0% |
| 7D | +20.1% | -38.7% | +58.8% | +19.6% |
| 30D | +6.0% | -51.3% | +57.4% | +8.8% |
| 3M | -10.3% | -97.8% | +87.5% | -1.9% |
| 6M | +24.5% | -94.8% | +119.3% | +33.3% |
| YTD | +12.9% | -97.2% | +110.0% | +20.1% |
| 1Y | +36.7% | -98.9% | +135.6% | +44.3% |
| All | +209.3% | -99.4% | +308.7% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling