-29.6%
CLS vs WU
-18.0%
-11.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.4% | -14.5% | -9.0% |
| 7D | -21.1% | +8.2% | -29.4% | -21.1% |
| 30D | -38.2% | +8.0% | -46.3% | -38.3% |
| 3M | -36.3% | -6.6% | -29.7% | -35.5% |
| 6M | -43.8% | -23.3% | -20.6% | -44.0% |
| YTD | -20.0% | -22.4% | +2.4% | -19.4% |
| 1Y | -29.6% | -18.0% | -11.6% | -28.9% |
| All | -29.6% | -18.0% | -11.6% | -28.9% |
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