+35.3%
WAT vs CLBK
+28.8%
+6.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +3.4% | +2.9% | +0.5% | +2.7% |
| 30D | +9.6% | +5.4% | +4.3% | +8.2% |
| 3M | +15.5% | +5.8% | +9.7% | +13.7% |
| 6M | +33.9% | +28.9% | +5.0% | +25.2% |
| YTD | +25.2% | +61.8% | -36.6% | +10.7% |
| 1Y | +26.3% | +63.1% | -36.8% | +11.4% |
| 3Y | +85.8% | +55.3% | +30.5% | +62.9% |
| 5Y | +35.3% | +28.0% | +7.3% | +19.6% |
| All | +35.3% | +28.8% | +6.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling