+2,953.7%
CLS vs WPM
+545.0%
+2,408.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.7% |
| 7D | +5.0% | -3.6% | +8.6% | +5.9% |
| 30D | +4.8% | +12.5% | -7.7% | +1.8% |
| 3M | -10.4% | +40.6% | -51.0% | -17.6% |
| 6M | +20.8% | +0.5% | +20.3% | +19.6% |
| YTD | +10.0% | +29.0% | -19.0% | +3.5% |
| 1Y | +28.5% | +43.8% | -15.3% | +18.4% |
| 3Y | +1,292.2% | +266.3% | +1,025.9% | +986.1% |
| 5Y | +3,616.8% | +255.1% | +3,361.7% | +2,761.8% |
| All | +2,953.7% | +545.0% | +2,408.7% | +2,091.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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