+1,312.5%
CLS vs WSM
+239.4%
+1,073.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.5% | +5.6% |
| 7D | +12.8% | +2.6% | +10.2% | +11.6% |
| 30D | +3.8% | -9.5% | +13.3% | +7.9% |
| 3M | -14.6% | +12.9% | -27.5% | -19.4% |
| 6M | +32.2% | +23.0% | +9.2% | +20.2% |
| YTD | +11.6% | +28.9% | -17.3% | -0.8% |
| 1Y | +35.1% | +13.7% | +21.4% | +25.9% |
| 3Y | +1,312.5% | +232.6% | +1,079.9% | +753.6% |
| All | +1,312.5% | +239.4% | +1,073.1% | +753.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling