+392.7%
WWD vs CLBK
+67.9%
+324.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.7% |
| 30D | -7.2% | +9.1% | -16.3% | -10.9% |
| 3M | -3.8% | +27.7% | -31.5% | -14.5% |
| 6M | -9.9% | +40.8% | -50.7% | -23.4% |
| YTD | +14.8% | +66.4% | -51.6% | -10.1% |
| 1Y | +42.1% | +72.4% | -30.3% | +8.6% |
| 3Y | +170.8% | +50.7% | +120.1% | +109.2% |
| 5Y | +197.5% | +42.9% | +154.6% | +104.3% |
| All | +392.7% | +67.9% | +324.8% | +192.9% |
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 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