+421.1%
WMT vs CLS
+2,968.1%
-2,547.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -2.5% | +5.0% | -7.4% | -2.7% |
| 30D | -6.4% | +4.8% | -11.2% | -6.7% |
| 3M | -12.1% | -10.4% | -1.7% | -12.0% |
| 6M | -15.0% | +20.8% | -35.8% | -16.6% |
| YTD | -4.5% | +10.0% | -14.5% | -6.2% |
| 1Y | +6.2% | +28.5% | -22.3% | +2.7% |
| 3Y | +99.9% | +1,292.2% | -1,192.3% | +61.0% |
| 5Y | +131.4% | +3,616.8% | -3,485.4% | +72.2% |
| All | +421.1% | +2,968.1% | -2,547.1% | +277.2% |
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