+838.1%
CLS vs WSM
+260.3%
+577.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -27.6% |
| 3M | -30.9% | +5.1% | -36.0% | -32.8% |
| 6M | -35.5% | +48.6% | -84.1% | -46.0% |
| YTD | -18.7% | +44.2% | -62.9% | -31.3% |
| 1Y | -17.9% | +38.1% | -56.0% | -29.5% |
| 3Y | +838.1% | +257.2% | +580.9% | +473.0% |
| All | +838.1% | +260.3% | +577.8% | +473.0% |
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