+663.7%
WDC vs CLBK
+65.6%
+598.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | +4.4% | -1.4% | +5.8% | +5.0% |
| 30D | +5.3% | +4.5% | +0.8% | +3.2% |
| 3M | -5.9% | +22.8% | -28.7% | -14.8% |
| 6M | +73.2% | +43.4% | +29.8% | +45.8% |
| YTD | +167.8% | +64.1% | +103.7% | +111.2% |
| 1Y | +386.0% | +67.6% | +318.4% | +274.5% |
| 3Y | +1,309.7% | +53.3% | +1,256.4% | +975.2% |
| 5Y | +957.1% | +44.8% | +912.3% | +617.7% |
| All | +663.7% | +65.6% | +598.1% | +330.5% |
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 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