+2,005.0%
CLS vs WPM
+225.5%
+1,779.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.8% |
| 7D | +2.8% | +3.1% | -0.3% | +1.6% |
| 30D | -30.1% | -1.8% | -28.3% | -29.8% |
| 3M | -21.7% | +1.0% | -22.7% | -22.5% |
| 6M | -36.2% | -5.4% | -30.8% | -35.8% |
| YTD | -17.8% | +15.9% | -33.7% | -23.1% |
| 1Y | -26.8% | +30.8% | -57.6% | -33.9% |
| 3Y | +853.4% | +222.6% | +630.7% | +552.0% |
| 5Y | +2,005.0% | +227.4% | +1,777.7% | +1,333.5% |
| All | +2,005.0% | +225.5% | +1,779.5% | +1,333.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling