+156.2%
WING vs CLBK
+67.9%
+88.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | -11.6% | +9.1% | -20.7% | -13.2% |
| 3M | -24.2% | +27.7% | -51.9% | -28.0% |
| 6M | -54.1% | +40.8% | -94.9% | -57.3% |
| YTD | -53.9% | +66.4% | -120.3% | -58.7% |
| 1Y | -64.4% | +72.4% | -136.7% | -68.3% |
| 3Y | -30.2% | +50.7% | -80.9% | -37.5% |
| 5Y | -34.1% | +42.9% | -77.0% | -43.1% |
| All | +156.2% | +67.9% | +88.3% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling