+23.7%
WMB vs CLBK
+65.7%
-42.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.4% |
| 7D | -8.6% | +4.6% | -13.2% | -8.9% |
| 30D | -4.2% | -1.5% | -2.7% | -4.0% |
| 3M | -4.4% | +4.4% | -8.8% | -4.5% |
| 6M | -8.7% | +31.7% | -40.4% | -9.9% |
| YTD | +15.4% | +58.7% | -43.3% | +11.5% |
| 1Y | +23.7% | +64.9% | -41.1% | +17.4% |
| All | +23.7% | +65.7% | -42.0% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling