+271.8%
WPM vs CLBK
+51.6%
+220.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | +3.9% | -1.5% | +5.3% | +3.9% |
| 30D | +17.7% | +6.7% | +11.0% | +17.4% |
| 3M | +39.4% | +21.2% | +18.3% | +38.4% |
| 6M | +6.4% | +42.0% | -35.6% | +5.0% |
| YTD | +34.0% | +63.3% | -29.3% | +32.0% |
| 1Y | +50.5% | +65.4% | -14.9% | +48.6% |
| All | +271.8% | +51.6% | +220.2% | +268.1% |
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