-35.0%
WING vs CLBK
+41.8%
-76.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -2.3% | -1.5% | -0.8% | -2.1% |
| 30D | -5.6% | +6.7% | -12.3% | -6.4% |
| 3M | -22.9% | +21.2% | -44.1% | -24.9% |
| 6M | -50.4% | +42.0% | -92.4% | -52.7% |
| YTD | -53.3% | +63.3% | -116.6% | -56.2% |
| 1Y | -61.2% | +65.4% | -126.6% | -63.7% |
| 3Y | -30.1% | +52.5% | -82.5% | -34.7% |
| 5Y | -35.0% | +42.0% | -77.0% | -41.4% |
| All | -35.0% | +41.8% | -76.8% | -41.4% |
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