+3,038.3%
CLS vs WWD
+479.8%
+2,558.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +20.1% | +0.6% | +19.5% | +19.7% |
| 30D | +6.0% | -5.1% | +11.1% | +9.2% |
| 3M | -10.3% | -11.2% | +0.9% | -4.7% |
| 6M | +24.5% | -12.0% | +36.5% | +32.2% |
| YTD | +12.9% | +12.0% | +0.9% | +4.2% |
| 1Y | +36.7% | +42.8% | -6.1% | +9.2% |
| 3Y | +1,328.1% | +168.9% | +1,159.1% | +718.2% |
| 5Y | +3,682.3% | +192.2% | +3,490.1% | +1,917.6% |
| 10Y | +3,038.3% | +495.3% | +2,543.0% | +1,176.6% |
| All | +3,038.3% | +479.8% | +2,558.5% | +1,176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling