+3,231.7%
CLS vs WWD
+9,316.3%
-6,084.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +4.6% | +1.3% | +3.3% | +4.1% |
| 30D | -13.9% | -7.2% | -6.7% | -10.9% |
| 3M | -26.6% | -3.8% | -22.7% | -25.7% |
| 6M | +15.4% | -9.9% | +25.3% | +20.2% |
| YTD | +5.7% | +14.8% | -9.2% | -1.4% |
| 1Y | +41.1% | +42.1% | -1.0% | +19.3% |
| 3Y | +1,228.6% | +170.8% | +1,057.8% | +760.1% |
| 5Y | +3,240.6% | +197.5% | +3,043.1% | +1,942.0% |
| 10Y | +2,760.3% | +477.8% | +2,282.5% | +1,167.8% |
| All | +3,231.7% | +9,316.3% | -6,084.6% | +449.5% |
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 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