+113.2%
WDC vs CLBK
+65.7%
+47.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -6.6% |
| 7D | -18.3% | +4.6% | -22.9% | -17.8% |
| 30D | -26.7% | -1.5% | -25.2% | -26.5% |
| 3M | -40.9% | +4.4% | -45.3% | -40.6% |
| 6M | -26.8% | +31.7% | -58.4% | -27.7% |
| YTD | +88.2% | +58.7% | +29.5% | +78.7% |
| 1Y | +113.2% | +64.9% | +48.3% | +105.5% |
| All | +113.2% | +65.7% | +47.4% | +105.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling