+113.4%
WMB vs CLBK
+51.8%
+61.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -6.7% | +1.8% | -8.5% | -6.9% |
| 30D | -8.6% | +5.1% | -13.7% | -9.3% |
| 3M | -4.9% | +5.2% | -10.1% | -5.7% |
| 6M | -6.3% | +28.6% | -34.9% | -9.9% |
| YTD | +13.0% | +61.4% | -48.4% | +4.4% |
| 1Y | +14.9% | +64.7% | -49.8% | +5.7% |
| 3Y | +113.4% | +55.1% | +58.3% | +96.5% |
| All | +113.4% | +51.8% | +61.5% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling