+192.2%
WWD vs CLBK
+41.8%
+150.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | -5.1% | +6.7% | -11.8% | -6.2% |
| 3M | -11.2% | +21.2% | -32.4% | -14.5% |
| 6M | -12.0% | +42.0% | -54.0% | -17.7% |
| YTD | +12.0% | +63.3% | -51.3% | +2.0% |
| 1Y | +42.8% | +65.4% | -22.6% | +29.4% |
| 3Y | +168.9% | +52.5% | +116.5% | +143.0% |
| 5Y | +192.2% | +42.0% | +150.2% | +151.9% |
| All | +192.2% | +41.8% | +150.4% | +151.9% |
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