+3,962.6%
WDC vs CLS
+2,301.8%
+1,660.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.9% | +2.0% | +6.7% |
| 7D | -14.4% | -10.6% | -3.9% | -10.0% |
| 30D | -27.1% | -38.4% | +11.4% | -11.4% |
| 3M | -33.3% | -29.9% | -3.4% | -24.0% |
| 6M | -39.6% | -40.6% | +1.0% | -26.8% |
| YTD | +68.4% | -24.6% | +93.0% | +84.7% |
| 1Y | +78.2% | -30.8% | +108.9% | +100.3% |
| 3Y | +772.0% | +811.7% | -39.7% | +229.0% |
| 5Y | +584.9% | +1,838.4% | -1,253.5% | +88.8% |
| 10Y | +653.4% | +1,751.5% | -1,098.1% | +92.9% |
| All | +3,962.6% | +2,301.8% | +1,660.8% | +539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling