+3,616.8%
CLS vs WSM
+171.2%
+3,445.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.9% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | +4.8% | -10.7% | +15.5% | +9.1% |
| 3M | -10.4% | +8.5% | -18.9% | -13.5% |
| 6M | +20.8% | +19.6% | +1.2% | +12.1% |
| YTD | +10.0% | +26.6% | -16.6% | -0.2% |
| 1Y | +28.5% | +12.0% | +16.6% | +21.5% |
| 3Y | +1,292.2% | +226.6% | +1,065.6% | +804.7% |
| 5Y | +3,616.8% | +174.1% | +3,442.7% | +2,294.0% |
| All | +3,616.8% | +171.2% | +3,445.6% | +2,294.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling