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  • CLS vs WM✓SelectedUSD · WMCLS vs WM performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,269.5%
WM return
+52.1%
Excess return
+3,217.3%
Maximum drawdown
-54.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+0.8%-1.2%+2.0%+0.8%
7D+4.6%-0.3%+4.9%+4.6%
30D-13.9%-2.4%-11.5%-14.0%
3M-26.6%+0.4%-27.0%-27.0%
6M+15.4%-9.5%+24.9%+16.4%
YTD+5.7%+0.5%+5.2%+4.7%
1Y+41.1%-1.1%+42.2%+40.3%
3Y+1,228.6%+46.0%+1,182.6%+1,028.1%
All+3,269.5%+52.1%+3,217.3%+2,592.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling