+2,104.6%
CLS vs WST
+8,039.6%
-5,935.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.2% |
| 7D | -22.2% | -3.1% | -19.1% | -21.1% |
| 30D | -44.4% | +9.1% | -53.5% | -46.2% |
| 3M | -34.3% | +14.7% | -49.0% | -37.8% |
| 6M | -50.1% | +28.0% | -78.1% | -54.9% |
| YTD | -30.1% | +45.6% | -75.7% | -40.5% |
| 1Y | -39.3% | +45.7% | -85.0% | -48.4% |
| 3Y | +732.7% | +21.1% | +711.6% | +582.7% |
| 5Y | +1,777.2% | +0.3% | +1,776.9% | +1,509.8% |
| 10Y | +1,645.6% | +449.0% | +1,196.6% | +529.6% |
| All | +2,104.6% | +8,039.6% | -5,935.0% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling