+1.1%
WING vs CLBK
+27.8%
-26.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | +29.5% | +3.4% | +26.1% | +29.0% |
| 3M | +40.2% | -4.3% | +44.4% | +40.9% |
| 6M | +32.7% | +28.4% | +4.4% | +28.1% |
| YTD | -32.8% | +59.4% | -92.2% | -37.0% |
| 1Y | -31.7% | +64.8% | -96.5% | -36.2% |
| 3Y | -24.7% | +50.6% | -75.3% | -29.7% |
| All | +1.1% | +27.8% | -26.7% | -9.9% |
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 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