+1,309.1%
WDC vs CLS
+3,003.3%
-1,694.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +7.5% | +20.1% | -12.6% | -1.7% |
| 30D | +10.1% | +6.0% | +4.0% | +6.3% |
| 3M | -6.8% | -10.3% | +3.5% | -2.7% |
| 6M | +84.1% | +24.5% | +59.6% | +63.8% |
| YTD | +180.3% | +12.9% | +167.4% | +159.2% |
| 1Y | +411.1% | +36.7% | +374.4% | +328.6% |
| 3Y | +1,375.0% | +1,328.1% | +46.9% | +278.1% |
| 5Y | +991.6% | +3,682.3% | -2,690.8% | +71.1% |
| 10Y | +1,309.1% | +3,038.3% | -1,729.2% | +99.6% |
| All | +1,309.1% | +3,003.3% | -1,694.2% | +99.6% |
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