+95.3%
WAT vs CLBK
+67.9%
+27.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +2.3% | +9.1% | -6.8% | -0.5% |
| 3M | +8.7% | +27.7% | -18.9% | +0.4% |
| 6M | +28.3% | +40.8% | -12.5% | +14.7% |
| YTD | +7.8% | +66.4% | -58.6% | -8.7% |
| 1Y | +36.6% | +72.4% | -35.8% | +14.0% |
| 3Y | +45.7% | +50.7% | -5.0% | +23.8% |
| 5Y | -3.3% | +42.9% | -46.2% | -20.7% |
| All | +95.3% | +67.9% | +27.4% | +55.4% |
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