+174.1%
WSM vs CLBK
+41.8%
+132.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | -10.7% | +4.5% | -15.2% | -12.3% |
| 3M | +8.5% | +22.8% | -14.3% | 0.0% |
| 6M | +19.6% | +43.4% | -23.8% | +3.9% |
| YTD | +26.6% | +64.1% | -37.5% | +4.4% |
| 1Y | +12.0% | +67.6% | -55.6% | -8.6% |
| 3Y | +226.6% | +53.3% | +173.4% | +169.1% |
| 5Y | +174.1% | +44.8% | +129.3% | +118.4% |
| All | +174.1% | +41.8% | +132.3% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling