+2,179.9%
CLS vs WPM
+5,967.5%
-3,787.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +4.6% | +1.1% | +3.5% | +4.3% |
| 30D | -13.9% | +26.4% | -40.2% | -18.5% |
| 3M | -26.6% | +20.8% | -47.4% | -29.8% |
| 6M | +15.4% | +1.1% | +14.3% | +14.5% |
| YTD | +5.7% | +32.5% | -26.8% | -1.2% |
| 1Y | +41.1% | +51.5% | -10.4% | +28.3% |
| 3Y | +1,228.6% | +267.0% | +961.6% | +898.5% |
| 5Y | +3,240.6% | +250.1% | +2,990.5% | +2,392.1% |
| 10Y | +2,760.3% | +540.4% | +2,220.0% | +1,673.8% |
| All | +2,179.9% | +5,967.5% | -3,787.6% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling