+41.1%
CLS vs WU
-8.3%
+49.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | -13.9% | -1.1% | -12.8% | -13.8% |
| 3M | -26.6% | -3.9% | -22.7% | -27.5% |
| 6M | +15.4% | -20.7% | +36.1% | +16.7% |
| YTD | +5.7% | -18.4% | +24.0% | +6.9% |
| 1Y | +41.1% | -8.1% | +49.2% | +33.8% |
| All | +41.1% | -8.3% | +49.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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