-30.8%
WING vs CLBK
+55.4%
-86.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.1% | +1.1% | -1.3% | -0.3% |
| 30D | -6.0% | +7.8% | -13.8% | -7.2% |
| 3M | -23.5% | +23.9% | -47.3% | -26.4% |
| 6M | -52.0% | +42.3% | -94.3% | -55.0% |
| YTD | -53.8% | +65.4% | -119.2% | -57.8% |
| 1Y | -63.8% | +70.3% | -134.1% | -67.2% |
| 3Y | -30.8% | +54.5% | -85.2% | -38.2% |
| All | -30.8% | +55.4% | -86.2% | -38.2% |
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