+7.8%
WBD vs CLBK
+41.8%
-34.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -0.6% | -1.4% | +0.8% | 0.0% |
| 30D | +4.2% | +4.5% | -0.4% | +2.2% |
| 3M | +7.5% | +22.8% | -15.3% | -2.0% |
| 6M | +1.6% | +43.4% | -41.9% | -13.8% |
| YTD | -2.2% | +64.1% | -66.3% | -22.4% |
| 1Y | +124.9% | +67.6% | +57.3% | +75.8% |
| 3Y | +149.1% | +53.3% | +95.9% | +97.8% |
| 5Y | +7.8% | +44.8% | -37.0% | -24.3% |
| All | +7.8% | +41.8% | -34.0% | -24.3% |
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