-39.3%
CAG vs WWD
+164.0%
-203.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.7% |
| 7D | -5.9% | -2.9% | -3.0% | -5.9% |
| 30D | -1.5% | -6.6% | +5.1% | -1.6% |
| 3M | +11.5% | -9.3% | +20.8% | +11.2% |
| 6M | -15.7% | -13.6% | -2.1% | -15.9% |
| YTD | -10.2% | +10.4% | -20.6% | -10.4% |
| 1Y | -18.1% | +39.9% | -57.9% | -18.1% |
| All | -39.3% | +164.0% | -203.3% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling