+1,394.6%
WDC vs CLBK
+51.6%
+1,343.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +7.5% | -1.5% | +8.9% | +7.7% |
| 30D | +10.1% | +6.7% | +3.4% | +9.0% |
| 3M | -6.8% | +21.2% | -28.0% | -9.6% |
| 6M | +84.1% | +42.0% | +42.2% | +72.7% |
| YTD | +180.3% | +63.3% | +117.0% | +155.8% |
| 1Y | +411.1% | +65.4% | +345.7% | +364.5% |
| All | +1,394.6% | +51.6% | +1,343.0% | +1,320.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling