+237.5%
WAB vs CLBK
+67.9%
+169.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | -4.4% | +9.1% | -13.6% | -8.2% |
| 3M | +7.9% | +27.7% | -19.8% | -4.1% |
| 6M | +8.7% | +40.8% | -32.1% | -7.6% |
| YTD | +33.0% | +66.4% | -33.4% | +4.2% |
| 1Y | +46.7% | +72.4% | -25.7% | +12.4% |
| 3Y | +153.0% | +50.7% | +102.3% | +98.4% |
| 5Y | +222.3% | +42.9% | +179.3% | +132.1% |
| All | +237.5% | +67.9% | +169.6% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling