+2,724.1%
CLS vs WU
-19.6%
+2,743.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +4.6% | -0.8% | +5.4% | +4.8% |
| 30D | -13.9% | -1.1% | -12.8% | -13.6% |
| 3M | -26.6% | -3.9% | -22.7% | -26.5% |
| 6M | +15.4% | -20.7% | +36.1% | +25.4% |
| YTD | +5.7% | -18.4% | +24.0% | +12.4% |
| 1Y | +41.1% | -8.1% | +49.2% | +41.3% |
| 3Y | +1,228.6% | -24.2% | +1,252.7% | +1,303.4% |
| 5Y | +3,240.6% | -50.4% | +3,291.1% | +4,090.0% |
| 10Y | +2,760.3% | -40.0% | +2,800.4% | +3,131.4% |
| All | +2,724.1% | -19.6% | +2,743.7% | +2,281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling