+1,929.4%
CLS vs WM
+332.5%
+1,596.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.2% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -30.1% | +13.8% | -43.9% | -33.5% |
| 3M | -21.7% | +6.4% | -28.1% | -24.0% |
| 6M | -36.2% | +13.2% | -49.5% | -40.6% |
| YTD | -17.8% | +10.8% | -28.6% | -23.3% |
| 1Y | -26.8% | +20.2% | -47.0% | -34.6% |
| 3Y | +853.4% | +46.5% | +806.9% | +628.3% |
| 5Y | +2,005.0% | +61.3% | +1,943.8% | +1,385.9% |
| 10Y | +1,929.4% | +324.8% | +1,604.6% | +832.6% |
| All | +1,929.4% | +332.5% | +1,596.9% | +832.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling