+159.5%
WWD vs CLBK
+52.3%
+107.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | -6.6% | +4.5% | -11.1% | -7.6% |
| 3M | -9.3% | +22.8% | -32.1% | -13.8% |
| 6M | -13.6% | +43.4% | -57.0% | -20.9% |
| YTD | +10.4% | +64.1% | -53.8% | -2.3% |
| 1Y | +39.9% | +67.6% | -27.7% | +22.9% |
| All | +159.5% | +52.3% | +107.2% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling