+258.6%
WAB vs CLBK
+61.7%
+196.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +7.9% | +2.5% | +5.5% | +6.8% |
| 30D | +4.9% | +3.7% | +1.2% | +3.2% |
| 3M | +1.8% | -3.3% | +5.1% | +3.0% |
| 6M | +12.0% | +29.6% | -17.7% | -1.4% |
| YTD | +41.3% | +60.3% | -19.0% | +12.3% |
| 1Y | +43.8% | +63.4% | -19.6% | +13.1% |
| 3Y | +171.1% | +53.8% | +117.2% | +109.3% |
| 5Y | +217.7% | +29.0% | +188.8% | +145.3% |
| All | +258.6% | +61.7% | +196.9% | +122.6% |
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