+130.8%
WMT vs CLS
+3,586.2%
-3,455.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -0.2% | +20.1% | -20.3% | -0.8% |
| 30D | -5.8% | +6.0% | -11.9% | -6.1% |
| 3M | -10.8% | -10.3% | -0.5% | -10.7% |
| 6M | -14.3% | +24.5% | -38.8% | -15.8% |
| YTD | -4.4% | +12.9% | -17.3% | -5.9% |
| 1Y | +4.3% | +36.7% | -32.3% | +0.9% |
| 3Y | +100.1% | +1,328.1% | -1,228.0% | +62.8% |
| 5Y | +130.8% | +3,682.3% | -3,551.5% | +74.5% |
| All | +130.8% | +3,586.2% | -3,455.4% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling