+12.7%
WSM vs CLBK
+68.0%
-55.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -1.5% | +0.9% | 0.0% |
| 30D | -7.7% | -1.0% | -6.7% | -7.4% |
| 3M | +3.8% | +22.9% | -19.1% | -6.1% |
| 6M | +22.7% | +44.2% | -21.5% | +2.1% |
| YTD | +28.0% | +64.0% | -36.0% | 0.0% |
| 1Y | +12.7% | +65.7% | -53.0% | -12.6% |
| All | +12.7% | +68.0% | -55.2% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling