+41.1%
CLS vs WM
-0.9%
+42.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | -0.7% |
| 7D | +4.6% | -0.3% | +4.9% | +4.0% |
| 30D | -13.9% | -2.4% | -11.5% | -16.1% |
| 3M | -26.6% | +0.4% | -27.0% | -24.8% |
| 6M | +15.4% | -9.5% | +24.9% | +9.1% |
| YTD | +5.7% | +0.5% | +5.2% | +14.4% |
| 1Y | +41.1% | -1.1% | +42.2% | +43.3% |
| All | +41.1% | -0.9% | +42.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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