+55.3%
WEC vs CLBK
+27.8%
+27.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | +2.2% | -2.7% | -0.8% |
| 30D | +12.0% | +5.0% | +7.0% | +11.4% |
| 3M | +11.1% | +3.3% | +7.8% | +10.6% |
| 6M | +6.0% | +29.6% | -23.6% | +2.8% |
| YTD | +14.3% | +62.1% | -47.8% | +8.0% |
| 1Y | +8.0% | +64.3% | -56.4% | +1.8% |
| 3Y | +62.8% | +55.6% | +7.2% | +52.9% |
| 5Y | +55.3% | +29.3% | +26.0% | +45.4% |
| All | +55.3% | +27.8% | +27.5% | +45.4% |
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