+31.2%
WEC vs CLBK
+41.8%
-10.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +0.9% | +6.7% | -5.8% | +0.2% |
| 3M | -5.3% | +21.2% | -26.5% | -7.4% |
| 6M | -6.6% | +42.0% | -48.5% | -10.2% |
| YTD | +3.3% | +63.3% | -60.0% | -2.4% |
| 1Y | +2.1% | +65.4% | -63.3% | -3.8% |
| 3Y | +39.6% | +52.5% | -12.9% | +31.5% |
| 5Y | +31.2% | +42.0% | -10.8% | +25.4% |
| All | +31.2% | +41.8% | -10.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling