+134.2%
WCC vs CLBK
+55.4%
+78.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +8.5% | +1.1% | +7.4% | +7.8% |
| 30D | -1.0% | +7.8% | -8.8% | -5.3% |
| 3M | +2.1% | +23.9% | -21.8% | -10.7% |
| 6M | +36.8% | +42.3% | -5.5% | +9.9% |
| YTD | +47.7% | +65.4% | -17.7% | +7.9% |
| 1Y | +66.5% | +70.3% | -3.8% | +18.6% |
| 3Y | +134.2% | +54.5% | +79.7% | +72.7% |
| All | +134.2% | +55.4% | +78.8% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling