+811.7%
CLS vs WU
-21.7%
+833.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +7.9% |
| 7D | -10.6% | +9.1% | -19.6% | -11.1% |
| 30D | -38.4% | +12.1% | -50.5% | -39.1% |
| 3M | -29.9% | +0.3% | -30.2% | -29.7% |
| 6M | -40.6% | -19.1% | -21.5% | -39.4% |
| YTD | -24.6% | -19.2% | -5.4% | -23.0% |
| 1Y | -30.8% | -15.3% | -15.5% | -30.0% |
| 3Y | +811.7% | -21.3% | +833.1% | +788.4% |
| All | +811.7% | -21.7% | +833.5% | +788.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling