+124.7%
WAT vs CLBK
+63.6%
+61.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +0.7% | +2.2% | -1.4% | +0.1% |
| 30D | +9.0% | +5.0% | +4.0% | +7.3% |
| 3M | +13.5% | +3.3% | +10.2% | +12.0% |
| 6M | +35.3% | +29.6% | +5.7% | +23.9% |
| YTD | +24.0% | +62.1% | -38.1% | +5.6% |
| 1Y | +22.0% | +64.3% | -42.4% | +3.4% |
| 3Y | +84.0% | +55.6% | +28.4% | +54.4% |
| 5Y | +34.4% | +29.3% | +5.1% | +15.0% |
| All | +124.7% | +63.6% | +61.1% | +79.9% |
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