+3,231.7%
CLS vs WM
+721.9%
+2,509.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | -13.9% | -2.4% | -11.5% | -13.3% |
| 3M | -26.6% | +0.4% | -27.0% | -27.7% |
| 6M | +15.4% | -9.5% | +24.9% | +17.7% |
| YTD | +5.7% | +0.5% | +5.2% | +3.1% |
| 1Y | +41.1% | -1.1% | +42.2% | +37.1% |
| 3Y | +1,228.6% | +46.0% | +1,182.6% | +972.4% |
| 5Y | +3,240.6% | +51.8% | +3,188.8% | +2,526.6% |
| 10Y | +2,760.3% | +307.5% | +2,452.8% | +1,394.5% |
| All | +3,231.7% | +721.9% | +2,509.9% | +991.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling