+72.4%
CLBK vs WETO
-98.9%
+171.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.8% | +20.8% | 0.0% |
| 7D | +1.2% | -55.4% | +56.6% | +1.3% |
| 30D | +9.1% | -48.5% | +57.6% | +8.9% |
| 3M | +27.7% | -97.5% | +125.2% | +32.8% |
| 6M | +40.8% | -94.2% | +135.0% | +41.3% |
| YTD | +66.4% | -97.0% | +163.4% | +71.1% |
| 1Y | +72.4% | -98.9% | +171.3% | +82.8% |
| All | +72.4% | -98.9% | +171.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling