-37.9%
WU vs CLBK
+66.9%
-104.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -0.8% | +1.1% | -2.0% | -1.2% |
| 30D | -1.1% | +7.8% | -8.9% | -3.8% |
| 3M | -1.8% | +23.9% | -25.7% | -9.1% |
| 6M | -23.9% | +42.3% | -66.2% | -33.2% |
| YTD | -20.4% | +65.4% | -85.8% | -34.0% |
| 1Y | -10.6% | +70.3% | -80.9% | -27.0% |
| 3Y | -27.7% | +54.5% | -82.2% | -41.0% |
| 5Y | -51.1% | +43.1% | -94.2% | -61.1% |
| All | -37.9% | +66.9% | -104.8% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling