+1,751.5%
CLS vs WM
+337.2%
+1,414.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.7% | +7.8% |
| 7D | -10.6% | -0.5% | -10.1% | -10.5% |
| 30D | -38.4% | +13.3% | -51.7% | -41.5% |
| 3M | -29.9% | +4.4% | -34.2% | -31.5% |
| 6M | -40.6% | +10.8% | -51.5% | -44.3% |
| YTD | -24.6% | +9.1% | -33.7% | -29.3% |
| 1Y | -30.8% | +19.1% | -49.9% | -38.1% |
| 3Y | +811.7% | +45.7% | +766.1% | +595.6% |
| 5Y | +1,838.4% | +60.4% | +1,778.0% | +1,264.4% |
| 10Y | +1,751.5% | +328.7% | +1,422.8% | +760.5% |
| All | +1,751.5% | +337.2% | +1,414.3% | +760.5% |
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