+113.2%
WDC vs CLS
-28.7%
+141.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.1% | +2.3% | -1.7% |
| 7D | -18.3% | -21.1% | +2.8% | -6.9% |
| 30D | -26.7% | -38.2% | +11.5% | -5.2% |
| 3M | -40.9% | -36.3% | -4.6% | -25.9% |
| 6M | -26.8% | -43.8% | +17.1% | -3.0% |
| YTD | +88.2% | -20.0% | +108.2% | +95.6% |
| 1Y | +113.2% | -29.6% | +142.8% | +133.4% |
| All | +113.2% | -28.7% | +141.9% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling