+360.8%
WST vs CLBK
+63.6%
+297.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | +12.4% | +5.0% | +7.4% | +11.4% |
| 3M | +17.6% | +3.3% | +14.3% | +16.8% |
| 6M | +28.3% | +29.6% | -1.3% | +22.3% |
| YTD | +50.5% | +62.1% | -11.6% | +38.0% |
| 1Y | +49.4% | +64.3% | -15.0% | +36.6% |
| 3Y | +21.9% | +55.6% | -33.7% | +9.4% |
| 5Y | +0.4% | +29.3% | -28.9% | -6.7% |
| All | +360.8% | +63.6% | +297.2% | +289.1% |
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 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