+62.1%
WM vs CLBK
+27.9%
+34.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +15.2% | +3.7% | +11.6% | +15.0% |
| 3M | +8.3% | -3.3% | +11.6% | +8.5% |
| 6M | +13.1% | +29.6% | -16.5% | +11.7% |
| YTD | +12.5% | +60.3% | -47.7% | +9.8% |
| 1Y | +21.8% | +63.4% | -41.6% | +18.7% |
| 3Y | +48.8% | +53.8% | -5.1% | +44.4% |
| 5Y | +62.1% | +29.0% | +33.1% | +54.9% |
| All | +62.1% | +27.9% | +34.2% | +54.9% |
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