-17.9%
CLS vs WU
-15.0%
-2.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -5.3% |
| 7D | +16.3% | -2.0% | +18.3% | +16.1% |
| 30D | -25.7% | +11.4% | -37.1% | -25.9% |
| 3M | -30.9% | -6.8% | -24.0% | -29.4% |
| 6M | -35.5% | -14.6% | -20.9% | -35.2% |
| YTD | -18.7% | -20.6% | +1.9% | -16.9% |
| 1Y | -17.9% | -15.4% | -2.5% | -16.4% |
| All | -17.9% | -15.0% | -2.9% | -16.4% |
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