+352.2%
WMB vs CLBK
+64.7%
+287.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | 0.0% | -1.5% | +1.4% | +0.5% |
| 30D | +4.6% | +6.7% | -2.1% | +2.3% |
| 3M | +5.7% | +21.2% | -15.4% | -1.1% |
| 6M | +4.2% | +42.0% | -37.8% | -7.8% |
| YTD | +26.8% | +63.3% | -36.4% | +6.4% |
| 1Y | +34.7% | +65.4% | -30.7% | +11.9% |
| 3Y | +146.8% | +52.5% | +94.3% | +103.1% |
| 5Y | +285.0% | +42.0% | +243.0% | +195.9% |
| All | +352.2% | +64.7% | +287.5% | +216.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling