+93.1%
WAT vs CLBK
+64.7%
+28.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | -1.7% | +6.7% | -8.4% | -3.8% |
| 3M | +9.1% | +21.2% | -12.1% | +2.4% |
| 6M | +32.4% | +42.0% | -9.5% | +18.1% |
| YTD | +6.6% | +63.3% | -56.7% | -9.2% |
| 1Y | +34.7% | +65.4% | -30.7% | +13.9% |
| 3Y | +53.6% | +52.5% | +1.1% | +30.0% |
| 5Y | -4.1% | +42.0% | -46.0% | -21.3% |
| All | +93.1% | +64.7% | +28.4% | +54.6% |
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 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