+246.7%
CB vs W
+224.5%
+22.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | -1.0% | -7.4% | +6.4% | -0.7% |
| 30D | +7.3% | +7.8% | -0.5% | +6.9% |
| 3M | +7.0% | +10.9% | -3.9% | +6.4% |
| 6M | +16.3% | +86.4% | -70.1% | +12.7% |
| YTD | +19.7% | +14.0% | +5.8% | +18.0% |
| 1Y | +27.8% | +3.5% | +24.3% | +26.4% |
| 3Y | +72.0% | +164.8% | -92.8% | +58.1% |
| 5Y | +104.9% | -53.1% | +158.0% | +100.4% |
| 10Y | +246.7% | +220.4% | +26.3% | +165.3% |
| All | +246.7% | +224.5% | +22.2% | +165.3% |
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