-19.0%
CAG vs WWD
+41.6%
-60.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.7% |
| 7D | -5.7% | -2.6% | -3.1% | -5.7% |
| 30D | -2.4% | -6.9% | +4.5% | -2.5% |
| 3M | +9.8% | -13.0% | +22.8% | +9.3% |
| 6M | -10.8% | -12.5% | +1.6% | -11.2% |
| YTD | -10.8% | +11.8% | -22.7% | -11.4% |
| 1Y | -19.0% | +41.1% | -60.0% | -18.6% |
| All | -19.0% | +41.6% | -60.5% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling