-60.3%
WING vs CLBK
+66.6%
-126.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.2% | -1.4% | +1.6% | +0.5% |
| 30D | -0.5% | +4.5% | -5.0% | -1.5% |
| 3M | -23.9% | +22.8% | -46.7% | -28.2% |
| 6M | -48.9% | +43.4% | -92.3% | -54.1% |
| YTD | -53.3% | +64.1% | -117.5% | -59.7% |
| 1Y | -60.3% | +67.6% | -127.9% | -67.9% |
| All | -60.3% | +66.6% | -126.9% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling