+1,359.3%
WDC vs CLS
+1,316.2%
+43.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.3% |
| 3M | -9.4% | -14.6% | +5.2% | -3.5% |
| 6M | +94.7% | +32.2% | +62.4% | +70.8% |
| YTD | +177.3% | +11.6% | +165.6% | +159.4% |
| 1Y | +412.4% | +35.1% | +377.4% | +342.1% |
| 3Y | +1,359.3% | +1,312.5% | +46.8% | +392.5% |
| All | +1,359.3% | +1,316.2% | +43.1% | +392.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling