+122.6%
WEC vs CLBK
+65.6%
+57.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -0.4% | +4.5% | -4.9% | -1.1% |
| 3M | -6.8% | +22.8% | -29.6% | -9.9% |
| 6M | -6.4% | +43.4% | -49.8% | -11.8% |
| YTD | +2.5% | +64.1% | -61.6% | -5.7% |
| 1Y | -0.4% | +67.6% | -68.0% | -8.9% |
| 3Y | +38.5% | +53.3% | -14.7% | +26.7% |
| 5Y | +31.7% | +44.8% | -13.1% | +18.1% |
| All | +122.6% | +65.6% | +57.0% | +85.3% |
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