+2,491.1%
CLS vs WWD
+9,107.7%
-6,616.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +7.9% |
| 7D | +2.8% | +3.7% | -1.0% | +1.4% |
| 30D | -30.1% | +1.8% | -31.9% | -30.4% |
| 3M | -21.7% | -5.0% | -16.8% | -19.5% |
| 6M | -36.2% | -8.4% | -27.8% | -33.9% |
| YTD | -17.8% | +12.3% | -30.1% | -22.2% |
| 1Y | -26.8% | +26.2% | -53.0% | -34.3% |
| 3Y | +853.4% | +154.6% | +698.8% | +536.2% |
| 5Y | +2,005.0% | +195.3% | +1,809.8% | +1,197.3% |
| 10Y | +1,929.4% | +466.3% | +1,463.1% | +813.9% |
| All | +2,491.1% | +9,107.7% | -6,616.5% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling