+248.2%
CB vs W
+238.4%
+9.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.7% |
| 7D | +0.2% | -3.6% | +3.8% | +0.4% |
| 30D | +9.1% | +7.0% | +2.1% | +8.7% |
| 3M | +3.4% | +7.4% | -4.0% | +3.0% |
| 6M | +14.1% | +69.3% | -55.2% | +11.0% |
| YTD | +18.0% | +11.3% | +6.7% | +16.4% |
| 1Y | +30.1% | +13.2% | +16.9% | +28.2% |
| 3Y | +71.8% | +142.0% | -70.2% | +58.7% |
| 5Y | +101.8% | -54.6% | +156.5% | +97.8% |
| All | +248.2% | +238.4% | +9.8% | +166.9% |
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