+476.2%
WCC vs CLBK
+67.9%
+408.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.5% | +1.2% | +3.3% | +3.6% |
| 30D | -5.8% | +9.1% | -14.9% | -11.4% |
| 3M | -3.7% | +27.7% | -31.3% | -19.3% |
| 6M | +23.1% | +40.8% | -17.8% | -3.6% |
| YTD | +44.2% | +66.4% | -22.2% | +0.1% |
| 1Y | +62.1% | +72.4% | -10.3% | +8.9% |
| 3Y | +121.1% | +50.7% | +70.4% | +59.6% |
| 5Y | +214.0% | +42.9% | +171.0% | +100.7% |
| All | +476.2% | +67.9% | +408.3% | +240.9% |
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