+3,154.0%
CLS vs WSM
+1,071.8%
+2,082.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.4% | +6.2% |
| 7D | +10.9% | -0.5% | +11.5% | +11.2% |
| 30D | +2.1% | -7.7% | +9.8% | +4.8% |
| 3M | -10.2% | +3.8% | -14.0% | -11.6% |
| 6M | +30.4% | +22.7% | +7.7% | +21.2% |
| YTD | +17.2% | +28.0% | -10.8% | +7.2% |
| 1Y | +41.0% | +12.7% | +28.3% | +34.0% |
| 3Y | +1,338.0% | +231.3% | +1,106.7% | +864.1% |
| 5Y | +3,860.6% | +177.2% | +3,683.4% | +2,582.8% |
| All | +3,154.0% | +1,071.8% | +2,082.2% | +1,293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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