+205.4%
WM vs CLBK
+67.9%
+137.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -2.4% | +9.1% | -11.5% | -3.8% |
| 3M | +0.4% | +27.7% | -27.3% | -3.7% |
| 6M | -9.5% | +40.8% | -50.3% | -14.8% |
| YTD | +0.5% | +66.4% | -65.9% | -8.2% |
| 1Y | -1.1% | +72.4% | -73.5% | -10.5% |
| 3Y | +46.0% | +50.7% | -4.6% | +32.5% |
| 5Y | +51.8% | +42.9% | +8.9% | +32.6% |
| All | +205.4% | +67.9% | +137.5% | +148.7% |
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