+238.0%
WAB vs CLBK
+65.5%
+172.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.8% |
| 30D | -4.1% | -1.0% | -3.0% | -3.7% |
| 3M | +8.2% | +22.9% | -14.7% | -2.1% |
| 6M | +15.4% | +44.2% | -28.8% | -3.0% |
| YTD | +33.1% | +64.0% | -30.8% | +5.0% |
| 1Y | +48.1% | +65.7% | -17.6% | +15.6% |
| 3Y | +167.7% | +54.1% | +113.7% | +107.2% |
| 5Y | +225.7% | +44.7% | +181.0% | +130.9% |
| All | +238.0% | +65.5% | +172.5% | +108.2% |
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