+172.7%
WMT vs CLS
+2,101.3%
-1,928.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | -1.2% | +23.5% | -24.7% | -1.6% |
| 30D | +12.4% | -28.9% | +41.3% | +13.1% |
| 3M | +9.0% | -25.2% | +34.2% | +9.4% |
| 6M | -3.0% | -32.1% | +29.1% | -2.7% |
| YTD | +14.0% | -14.1% | +28.1% | +12.6% |
| 1Y | +23.0% | -24.1% | +47.1% | +21.9% |
| 3Y | +135.1% | +897.0% | -761.9% | +90.7% |
| 5Y | +172.7% | +2,089.9% | -1,917.2% | +102.5% |
| All | +172.7% | +2,101.3% | -1,928.6% | +102.5% |
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