-24.7%
WING vs CLBK
+54.8%
-79.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -4.3% |
| 7D | -3.9% | +2.5% | -6.4% | -4.2% |
| 30D | +26.6% | +3.7% | +23.0% | +26.0% |
| 3M | +42.5% | -3.3% | +45.8% | +43.1% |
| 6M | +29.4% | +29.6% | -0.2% | +23.7% |
| YTD | -32.8% | +60.3% | -93.0% | -38.0% |
| 1Y | -33.5% | +63.4% | -96.9% | -38.8% |
| All | -24.7% | +54.8% | -79.5% | -31.0% |
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