+251.7%
CB vs W
+212.4%
+39.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.9% | +0.2% | +2.8% | +2.9% |
| 30D | +7.3% | +6.8% | +0.5% | +7.0% |
| 3M | +9.4% | +10.7% | -1.3% | +8.8% |
| 6M | +19.6% | +86.3% | -66.7% | +15.9% |
| YTD | +21.5% | +11.5% | +10.0% | +19.8% |
| 1Y | +28.0% | +5.1% | +22.9% | +26.5% |
| 3Y | +74.9% | +171.0% | -96.1% | +60.5% |
| 5Y | +108.1% | -56.6% | +164.8% | +104.8% |
| All | +251.7% | +212.4% | +39.3% | +169.1% |
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