+574.5%
CLS vs WTW
+1,139.1%
-564.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +6.7% |
| 7D | +12.8% | -2.7% | +15.5% | +13.9% |
| 30D | +3.8% | -5.6% | +9.5% | +5.9% |
| 3M | -14.6% | +26.5% | -41.1% | -22.9% |
| 6M | +32.2% | +8.1% | +24.1% | +25.2% |
| YTD | +11.6% | -0.3% | +11.9% | +7.9% |
| 1Y | +35.1% | -0.9% | +35.9% | +29.7% |
| 3Y | +1,312.5% | +66.6% | +1,245.9% | +937.9% |
| 5Y | +3,542.1% | +54.0% | +3,488.1% | +2,646.1% |
| 10Y | +2,944.0% | +198.1% | +2,745.9% | +1,589.6% |
| All | +574.5% | +1,139.1% | -564.6% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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