+1,009.1%
WSM vs CLBK
+65.5%
+943.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.5% | -1.5% | +0.9% | +0.2% |
| 30D | -7.7% | -1.0% | -6.7% | -7.3% |
| 3M | +3.8% | +22.9% | -19.1% | -6.6% |
| 6M | +22.7% | +44.2% | -21.5% | +2.0% |
| YTD | +28.0% | +64.0% | -36.0% | -0.2% |
| 1Y | +12.7% | +65.7% | -53.0% | -12.9% |
| 3Y | +231.3% | +54.1% | +177.2% | +156.4% |
| 5Y | +177.2% | +44.7% | +132.5% | +103.0% |
| All | +1,009.1% | +65.5% | +943.6% | +609.9% |
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