-29.6%
CLS vs WST
+47.3%
-76.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.4% | -9.5% | -9.1% |
| 7D | -21.1% | +1.3% | -22.4% | -21.4% |
| 30D | -38.2% | +8.5% | -46.7% | -39.3% |
| 3M | -36.3% | +17.2% | -53.5% | -38.6% |
| 6M | -43.8% | +36.3% | -80.1% | -47.9% |
| YTD | -20.0% | +48.9% | -68.9% | -27.1% |
| 1Y | -29.6% | +42.9% | -72.5% | -34.2% |
| All | -29.6% | +47.3% | -76.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling