+732.7%
CLS vs WWD
+145.1%
+587.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -1.9% |
| 7D | -22.2% | +4.2% | -26.3% | -24.2% |
| 30D | -44.4% | -2.1% | -42.2% | -43.2% |
| 3M | -34.3% | -13.2% | -21.1% | -27.1% |
| 6M | -50.1% | -16.9% | -33.2% | -43.7% |
| YTD | -30.1% | +5.2% | -35.3% | -34.7% |
| 1Y | -39.3% | +20.6% | -59.9% | -49.2% |
| 3Y | +732.7% | +146.3% | +586.4% | +379.5% |
| All | +732.7% | +145.1% | +587.6% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling