+165.1%
WAB vs CLBK
+51.6%
+113.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.7% |
| 30D | -4.6% | +6.7% | -11.2% | -6.5% |
| 3M | +5.6% | +21.2% | -15.5% | -1.0% |
| 6M | +13.8% | +42.0% | -28.2% | +1.1% |
| YTD | +31.9% | +63.3% | -31.4% | +11.7% |
| 1Y | +48.3% | +65.4% | -17.1% | +24.7% |
| All | +165.1% | +51.6% | +113.6% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling