-51.0%
WU vs CLBK
+41.8%
-92.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -5.0% | -1.4% | -3.6% | -4.6% |
| 30D | -2.3% | +4.5% | -6.8% | -3.5% |
| 3M | -3.2% | +22.8% | -26.0% | -8.6% |
| 6M | -25.0% | +43.4% | -68.5% | -32.2% |
| YTD | -21.7% | +64.1% | -85.8% | -31.9% |
| 1Y | -9.0% | +67.6% | -76.5% | -21.5% |
| 3Y | -28.9% | +53.3% | -82.1% | -38.7% |
| 5Y | -51.0% | +44.8% | -95.9% | -61.5% |
| All | -51.0% | +41.8% | -92.9% | -61.5% |
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