+1,753.0%
CLS vs WWD
+458.9%
+1,294.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.9% | +2.9% | +5.0% |
| 7D | -10.6% | +4.2% | -14.7% | -12.2% |
| 30D | -38.4% | -0.8% | -37.7% | -37.9% |
| 3M | -29.9% | -8.2% | -21.7% | -26.0% |
| 6M | -40.6% | -9.8% | -30.8% | -37.5% |
| YTD | -24.6% | +10.4% | -35.0% | -29.4% |
| 1Y | -30.8% | +25.5% | -56.3% | -39.9% |
| 3Y | +811.7% | +155.8% | +655.9% | +437.3% |
| 5Y | +1,838.4% | +187.3% | +1,651.1% | +945.6% |
| All | +1,753.0% | +458.9% | +1,294.2% | +644.0% |
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