+131.0%
WCN vs CLBK
+65.5%
+65.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.1% | -1.5% | -1.7% | -2.9% |
| 30D | -3.4% | -1.0% | -2.4% | -3.2% |
| 3M | +3.0% | +22.9% | -20.0% | -0.7% |
| 6M | -3.8% | +44.2% | -48.0% | -9.7% |
| YTD | -8.3% | +64.0% | -72.3% | -16.0% |
| 1Y | -9.7% | +65.7% | -75.4% | -17.7% |
| 3Y | +17.2% | +54.1% | -36.9% | +6.1% |
| 5Y | +25.3% | +44.7% | -19.4% | +10.0% |
| All | +131.0% | +65.5% | +65.5% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling