+150.5%
WEC vs CLBK
+60.9%
+89.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +11.1% | +3.4% | +7.7% | +10.5% |
| 3M | +8.4% | -4.3% | +12.7% | +9.1% |
| 6M | +7.5% | +28.4% | -20.8% | +3.1% |
| YTD | +15.3% | +59.4% | -44.1% | +6.6% |
| 1Y | +9.7% | +64.8% | -55.1% | +0.8% |
| 3Y | +64.7% | +50.6% | +14.1% | +51.0% |
| 5Y | +57.3% | +28.3% | +29.0% | +45.1% |
| All | +150.5% | +60.9% | +89.6% | +109.4% |
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 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