+389.9%
WDC vs CLBK
+60.9%
+329.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | +12.1% | +0.9% | +11.2% | +11.8% |
| 30D | -18.8% | +3.4% | -22.2% | -20.0% |
| 3M | -39.3% | -4.3% | -35.0% | -38.4% |
| 6M | -40.1% | +28.4% | -68.5% | -47.2% |
| YTD | +71.8% | +59.4% | +12.4% | +36.7% |
| 1Y | +88.5% | +64.8% | +23.7% | +47.0% |
| 3Y | +770.0% | +50.6% | +719.4% | +568.0% |
| 5Y | +549.0% | +28.3% | +520.8% | +387.5% |
| All | +389.9% | +60.9% | +329.0% | +178.6% |
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