+6,451.5%
WDC vs CLS
+3,265.4%
+3,186.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.5% |
| 7D | +1.7% | +4.6% | -2.8% | -0.5% |
| 30D | -10.0% | -13.9% | +3.9% | -4.9% |
| 3M | -18.8% | -26.6% | +7.8% | -8.4% |
| 6M | +79.0% | +15.4% | +63.6% | +67.3% |
| YTD | +171.6% | +5.7% | +165.9% | +161.8% |
| 1Y | +417.4% | +41.1% | +376.3% | +340.1% |
| 3Y | +1,251.8% | +1,228.6% | +23.2% | +339.4% |
| 5Y | +911.7% | +3,240.6% | -2,328.9% | +125.1% |
| 10Y | +1,399.6% | +2,760.3% | -1,360.7% | +224.8% |
| All | +6,451.5% | +3,265.4% | +3,186.1% | +806.9% |
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