-37.7%
CAG vs WWD
+498.2%
-535.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -5.7% | -2.6% | -3.1% | -5.5% |
| 30D | -2.4% | -6.9% | +4.5% | -1.9% |
| 3M | +9.8% | -13.0% | +22.8% | +10.9% |
| 6M | -10.8% | -12.5% | +1.6% | -10.2% |
| YTD | -10.8% | +11.8% | -22.7% | -12.4% |
| 1Y | -19.0% | +41.1% | -60.0% | -22.3% |
| 3Y | -39.7% | +163.1% | -202.7% | -46.6% |
| 5Y | -43.0% | +187.6% | -230.6% | -50.6% |
| All | -37.7% | +498.2% | -535.9% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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