+674.3%
WDC vs CLBK
+67.9%
+606.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | -10.0% | +9.1% | -19.1% | -13.4% |
| 3M | -18.8% | +27.7% | -46.4% | -27.7% |
| 6M | +79.0% | +40.8% | +38.2% | +52.0% |
| YTD | +171.6% | +66.4% | +105.2% | +112.9% |
| 1Y | +417.4% | +72.4% | +345.0% | +293.6% |
| 3Y | +1,251.8% | +50.7% | +1,201.1% | +944.1% |
| 5Y | +911.7% | +42.9% | +868.8% | +601.2% |
| All | +674.3% | +67.9% | +606.4% | +334.0% |
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