+255.6%
WAB vs CLBK
+60.9%
+194.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +5.1% | +0.9% | +4.2% | +4.7% |
| 30D | +4.0% | +3.4% | +0.6% | +2.4% |
| 3M | +0.1% | -4.3% | +4.4% | +1.8% |
| 6M | +12.8% | +28.4% | -15.6% | -0.3% |
| YTD | +40.1% | +59.4% | -19.3% | +11.6% |
| 1Y | +46.4% | +64.8% | -18.4% | +14.7% |
| 3Y | +167.4% | +50.6% | +116.8% | +108.7% |
| 5Y | +215.0% | +28.3% | +186.7% | +143.8% |
| All | +255.6% | +60.9% | +194.7% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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