+3,542.1%
CLS vs WPM
+261.1%
+3,280.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.6% | +5.6% |
| 7D | +12.8% | +7.0% | +5.8% | +10.2% |
| 30D | +3.8% | +15.7% | -11.9% | -1.7% |
| 3M | -14.6% | +35.2% | -49.8% | -23.9% |
| 6M | +32.2% | +6.1% | +26.2% | +27.7% |
| YTD | +11.6% | +32.6% | -20.9% | +0.2% |
| 1Y | +35.1% | +46.9% | -11.9% | +17.4% |
| 3Y | +1,312.5% | +276.3% | +1,036.2% | +833.1% |
| 5Y | +3,542.1% | +260.0% | +3,282.1% | +2,121.4% |
| All | +3,542.1% | +261.1% | +3,280.9% | +2,121.4% |
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