+71.6%
CB vs W
+151.3%
-79.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.4% |
| 7D | -1.5% | +3.3% | -4.8% | -1.5% |
| 30D | +6.5% | +10.5% | -4.0% | +6.6% |
| 3M | +4.1% | +9.6% | -5.6% | +4.2% |
| 6M | +14.4% | +76.4% | -62.0% | +15.1% |
| YTD | +17.5% | +16.4% | +1.1% | +18.0% |
| 1Y | +27.5% | +9.3% | +18.2% | +28.1% |
| 3Y | +71.6% | +172.8% | -101.2% | +74.8% |
| All | +71.6% | +151.3% | -79.7% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling