+246.7%
CB vs W
+228.8%
+17.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +8.2% | +6.4% | +1.8% | +7.8% |
| 3M | +6.3% | +9.0% | -2.7% | +5.8% |
| 6M | +16.2% | +69.8% | -53.6% | +13.0% |
| YTD | +19.3% | +12.1% | +7.3% | +17.7% |
| 1Y | +29.2% | 0.0% | +29.2% | +28.0% |
| 3Y | +71.4% | +160.3% | -88.9% | +57.7% |
| 5Y | +104.2% | -53.3% | +157.5% | +99.8% |
| 10Y | +246.7% | +217.0% | +29.7% | +165.5% |
| All | +246.7% | +228.8% | +17.8% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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