+18.3%
WBD vs CLBK
+66.9%
-48.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.7% | +1.1% | -1.8% | -1.3% |
| 30D | +5.0% | +7.8% | -2.8% | +1.0% |
| 3M | +6.2% | +23.9% | -17.6% | -5.2% |
| 6M | +0.6% | +42.3% | -41.7% | -16.7% |
| YTD | -2.4% | +65.4% | -67.8% | -26.0% |
| 1Y | +127.7% | +70.3% | +57.4% | +69.2% |
| 3Y | +148.4% | +54.5% | +94.0% | +88.7% |
| 5Y | +4.2% | +43.1% | -38.9% | -22.9% |
| All | +18.3% | +66.9% | -48.6% | -23.5% |
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