+642.9%
WDC vs CLS
+1,916.3%
-1,273.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.4% | +0.4% | -2.5% |
| 7D | +12.1% | +16.3% | -4.2% | +4.6% |
| 30D | -18.8% | -25.7% | +6.9% | -6.7% |
| 3M | -39.3% | -30.9% | -8.4% | -29.1% |
| 6M | -40.1% | -35.5% | -4.6% | -28.4% |
| YTD | +71.8% | -18.7% | +90.5% | +83.2% |
| 1Y | +88.5% | -17.9% | +106.4% | +98.4% |
| 3Y | +770.0% | +838.1% | -68.1% | +167.2% |
| 5Y | +549.0% | +1,971.9% | -1,422.9% | +31.5% |
| All | +642.9% | +1,916.3% | -1,273.4% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling