+40.8%
WEC vs CLBK
+55.4%
-14.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | +0.3% | +7.8% | -7.4% | -0.6% |
| 3M | -2.9% | +23.9% | -26.8% | -5.5% |
| 6M | -5.9% | +42.3% | -48.2% | -10.1% |
| YTD | +4.1% | +65.4% | -61.2% | -2.5% |
| 1Y | +3.1% | +70.3% | -67.2% | -4.1% |
| 3Y | +40.8% | +54.5% | -13.7% | +29.9% |
| All | +40.8% | +55.4% | -14.6% | +29.9% |
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