+544.2%
WMT vs CLS
+1,916.3%
-1,372.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.7% |
| 7D | +2.0% | +16.3% | -14.2% | +1.5% |
| 30D | +10.3% | -25.7% | +35.9% | +11.2% |
| 3M | +11.0% | -30.9% | +41.8% | +12.0% |
| 6M | -2.3% | -35.5% | +33.2% | -1.7% |
| YTD | +15.7% | -18.7% | +34.4% | +14.5% |
| 1Y | +26.0% | -17.9% | +43.9% | +24.2% |
| 3Y | +136.5% | +838.1% | -701.6% | +93.0% |
| 5Y | +176.8% | +1,971.9% | -1,795.0% | +111.0% |
| All | +544.2% | +1,916.3% | -1,372.0% | +364.4% |
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