+291.2%
WING vs CLBK
+63.6%
+227.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.9% |
| 30D | +32.3% | +5.0% | +27.3% | +31.1% |
| 3M | +50.2% | +3.3% | +46.9% | +49.0% |
| 6M | +31.7% | +29.6% | +2.1% | +24.4% |
| YTD | -29.6% | +62.1% | -91.7% | -36.6% |
| 1Y | -29.7% | +64.3% | -94.1% | -36.9% |
| 3Y | -19.8% | +55.6% | -75.4% | -28.8% |
| 5Y | +3.1% | +29.3% | -26.2% | -7.9% |
| All | +291.2% | +63.6% | +227.6% | +221.6% |
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