+1,359.8%
WDC vs CLS
+1,316.2%
+43.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | -0.4% |
| 7D | +6.0% | +12.8% | -6.8% | -0.1% |
| 30D | +9.9% | +3.8% | +6.1% | +7.4% |
| 3M | -9.4% | -14.6% | +5.2% | -3.4% |
| 6M | +94.7% | +32.2% | +62.5% | +70.9% |
| YTD | +177.4% | +11.6% | +165.7% | +159.5% |
| 1Y | +412.6% | +35.1% | +377.5% | +342.2% |
| 3Y | +1,359.8% | +1,312.5% | +47.2% | +392.7% |
| All | +1,359.8% | +1,316.2% | +43.6% | +392.7% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling