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  • CLS vs WY✓SelectedUSD · WYCLS vs WY performance historyLatest closeAs of+6.56%09/11
Stock and ETF performance explorer

CLS vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,596.5%
WY return
+233.6%
Excess return
+3,362.9%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D+6.6%+0.3%+6.2%+6.4%
7D+10.9%-4.2%+15.1%+13.3%
30D+2.1%-10.1%+12.2%+7.5%
3M-10.2%-8.5%-1.7%-7.2%
6M+30.4%-3.3%+33.7%+30.8%
YTD+17.2%-4.4%+21.6%+17.4%
1Y+41.0%-11.5%+52.5%+45.7%
3Y+1,338.0%-24.3%+1,362.3%+1,454.1%
5Y+3,860.6%-21.3%+3,881.9%+4,068.2%
10Y+3,160.1%+7.0%+3,153.1%+2,637.8%
All+3,596.5%+233.6%+3,362.9%+1,365.0%

Cumulative growth

Daily Returns

Daily percentage return beside WY.

Daily Out/Under-Performance

Portfolio return minus WY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WY 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 WY 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