+88.5%
WDC vs CLBK
+63.8%
+24.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -5.1% |
| 7D | +12.1% | +0.9% | +11.2% | +12.2% |
| 30D | -18.8% | +3.4% | -22.2% | -18.2% |
| 3M | -39.3% | -4.3% | -35.0% | -39.3% |
| 6M | -40.1% | +28.4% | -68.5% | -39.4% |
| YTD | +71.8% | +59.4% | +12.4% | +70.5% |
| 1Y | +88.5% | +64.8% | +23.7% | +95.4% |
| All | +88.5% | +63.8% | +24.6% | +95.4% |
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