+1,763.7%
CLS vs WWD
+170.1%
+1,593.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -1.7% |
| 7D | -22.2% | +4.2% | -26.3% | -24.0% |
| 30D | -44.4% | -2.1% | -42.2% | -43.4% |
| 3M | -34.3% | -13.2% | -21.1% | -27.8% |
| 6M | -50.1% | -16.9% | -33.2% | -44.3% |
| YTD | -30.1% | +5.2% | -35.3% | -33.5% |
| 1Y | -39.3% | +20.6% | -59.9% | -47.4% |
| 3Y | +732.7% | +146.3% | +586.4% | +373.9% |
| All | +1,763.7% | +170.1% | +1,593.6% | +874.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling