+3,542.1%
CLS vs WU
-51.1%
+3,593.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.4% |
| 7D | +12.8% | -0.8% | +13.6% | +12.9% |
| 30D | +3.8% | -1.1% | +4.9% | +3.9% |
| 3M | -14.6% | -1.8% | -12.8% | -15.6% |
| 6M | +32.2% | -23.9% | +56.2% | +42.1% |
| YTD | +11.6% | -20.4% | +32.0% | +17.5% |
| 1Y | +35.1% | -10.6% | +45.6% | +35.6% |
| 3Y | +1,312.5% | -27.7% | +1,340.3% | +1,388.7% |
| 5Y | +3,542.1% | -51.1% | +3,593.2% | +4,521.8% |
| All | +3,542.1% | -51.1% | +3,593.2% | +4,521.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling