+1,914.6%
CLS vs WSM
+1,131.4%
+783.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | +16.3% | 0.0% | +16.3% | +16.2% |
| 30D | -25.7% | +5.1% | -30.8% | -27.3% |
| 3M | -30.9% | +5.1% | -36.0% | -32.4% |
| 6M | -35.5% | +48.6% | -84.1% | -44.1% |
| YTD | -18.7% | +44.2% | -62.9% | -29.0% |
| 1Y | -17.9% | +38.1% | -56.0% | -27.4% |
| 3Y | +838.1% | +257.2% | +580.9% | +507.7% |
| 5Y | +1,971.9% | +165.1% | +1,806.8% | +1,305.4% |
| All | +1,914.6% | +1,131.4% | +783.2% | +716.6% |
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