+135.9%
WCN vs CLBK
+66.9%
+69.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -0.4% | +1.1% | -1.6% | -0.6% |
| 30D | -2.1% | +7.8% | -9.9% | -3.4% |
| 3M | +6.4% | +23.9% | -17.5% | +2.5% |
| 6M | -3.7% | +42.3% | -46.0% | -9.4% |
| YTD | -6.4% | +65.4% | -71.7% | -14.3% |
| 1Y | -7.9% | +70.3% | -78.3% | -16.4% |
| 3Y | +20.8% | +54.5% | -33.7% | +9.4% |
| 5Y | +29.0% | +43.1% | -14.1% | +13.9% |
| All | +135.9% | +66.9% | +69.0% | +95.8% |
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