-27.0%
WST vs CLBK
+43.5%
-70.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -4.6% | +7.8% | -12.4% | -5.6% |
| 3M | +5.7% | +23.9% | -18.2% | +2.6% |
| 6M | +37.6% | +42.3% | -4.7% | +31.0% |
| YTD | +23.0% | +65.4% | -42.4% | +15.0% |
| 1Y | +33.8% | +70.3% | -36.5% | +24.5% |
| 3Y | -13.4% | +54.5% | -67.8% | -20.0% |
| 5Y | -27.0% | +43.1% | -70.1% | -27.2% |
| All | -27.0% | +43.5% | -70.5% | -27.2% |
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 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