-15.3%
WY vs CLBK
+65.5%
-80.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -1.5% | -2.7% | -3.5% |
| 30D | -10.1% | -1.0% | -9.1% | -9.7% |
| 3M | -8.5% | +22.9% | -31.4% | -17.3% |
| 6M | -3.3% | +44.2% | -47.5% | -19.1% |
| YTD | -4.4% | +64.0% | -68.4% | -25.2% |
| 1Y | -11.5% | +65.7% | -77.2% | -31.5% |
| 3Y | -24.3% | +54.1% | -78.4% | -41.8% |
| 5Y | -21.3% | +44.7% | -66.0% | -45.2% |
| All | -15.3% | +65.5% | -80.8% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling