+1,628.1%
CLS vs WM
+339.4%
+1,288.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -22.2% | +1.2% | -23.4% | -22.6% |
| 30D | -44.4% | +13.1% | -57.5% | -47.1% |
| 3M | -34.3% | +3.6% | -37.9% | -35.7% |
| 6M | -50.1% | +8.1% | -58.1% | -52.7% |
| YTD | -30.1% | +8.9% | -39.0% | -34.4% |
| 1Y | -39.3% | +20.3% | -59.7% | -46.1% |
| 3Y | +732.7% | +46.2% | +686.5% | +533.7% |
| 5Y | +1,777.2% | +59.9% | +1,717.3% | +1,223.6% |
| All | +1,628.1% | +339.4% | +1,288.7% | +701.2% |
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