+2,288.2%
CLS vs WWD
+8,987.5%
-6,699.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -13.9% | +0.4% | -14.3% | -13.7% |
| 30D | -38.2% | -0.4% | -37.8% | -37.8% |
| 3M | -28.8% | -6.1% | -22.7% | -26.4% |
| 6M | -40.4% | -9.5% | -30.9% | -37.9% |
| YTD | -24.3% | +10.8% | -35.1% | -27.9% |
| 1Y | -35.0% | +23.5% | -58.6% | -41.1% |
| 3Y | +778.7% | +151.3% | +627.4% | +489.6% |
| 5Y | +1,884.8% | +187.8% | +1,697.0% | +1,136.2% |
| 10Y | +1,761.1% | +461.1% | +1,300.0% | +741.4% |
| All | +2,288.2% | +8,987.5% | -6,699.3% | +302.1% |
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