+716.2%
WPM vs CLBK
+66.9%
+649.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +7.0% | +1.1% | +5.9% | +7.0% |
| 30D | +15.7% | +7.8% | +8.0% | +15.5% |
| 3M | +35.2% | +23.9% | +11.3% | +34.3% |
| 6M | +6.1% | +42.3% | -36.2% | +5.0% |
| YTD | +32.6% | +65.4% | -32.8% | +30.8% |
| 1Y | +46.9% | +70.3% | -23.4% | +44.8% |
| 3Y | +276.3% | +54.5% | +221.8% | +271.2% |
| 5Y | +260.0% | +43.1% | +216.9% | +253.6% |
| All | +716.2% | +66.9% | +649.3% | +707.2% |
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