+346.2%
WMB vs CLBK
+67.9%
+278.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +3.3% | +9.1% | -5.9% | +0.3% |
| 3M | +3.1% | +27.7% | -24.6% | -5.2% |
| 6M | -0.7% | +40.8% | -41.5% | -11.8% |
| YTD | +25.2% | +66.4% | -41.2% | +4.3% |
| 1Y | +32.9% | +72.4% | -39.5% | +8.8% |
| 3Y | +140.6% | +50.7% | +89.9% | +99.3% |
| 5Y | +273.5% | +42.9% | +230.5% | +187.7% |
| All | +346.2% | +67.9% | +278.3% | +210.5% |
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 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