+2,277.8%
CLS vs WWD
+8,954.3%
-6,676.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.9% | +2.9% | +5.6% |
| 7D | -10.6% | +4.2% | -14.7% | -11.8% |
| 30D | -38.4% | -0.8% | -37.7% | -38.0% |
| 3M | -29.9% | -8.2% | -21.7% | -26.8% |
| 6M | -40.6% | -9.8% | -30.8% | -38.0% |
| YTD | -24.6% | +10.4% | -35.0% | -28.1% |
| 1Y | -30.8% | +25.5% | -56.3% | -37.7% |
| 3Y | +811.7% | +155.8% | +655.9% | +507.3% |
| 5Y | +1,838.4% | +187.3% | +1,651.1% | +1,108.3% |
| 10Y | +1,751.5% | +462.7% | +1,288.8% | +736.3% |
| All | +2,277.8% | +8,954.3% | -6,676.5% | +301.0% |
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 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