-10.5%
WCC vs CLBK
+29.9%
-40.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.7% |
| 7D | +9.9% | +0.9% | +9.1% | +10.0% |
| 30D | -8.4% | +3.4% | -11.9% | -8.0% |
| 3M | -10.3% | -4.3% | -6.1% | -9.9% |
| 6M | -10.5% | +28.4% | -38.8% | -17.2% |
| All | -10.5% | +29.9% | -40.4% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling