+104.2%
CB vs W
-54.7%
+158.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +8.2% | +6.4% | +1.8% | +8.1% |
| 3M | +6.3% | +9.0% | -2.7% | +6.2% |
| 6M | +16.2% | +69.8% | -53.6% | +15.3% |
| YTD | +19.3% | +12.1% | +7.3% | +19.0% |
| 1Y | +29.2% | 0.0% | +29.2% | +29.0% |
| 3Y | +71.4% | +160.3% | -88.9% | +66.1% |
| 5Y | +104.2% | -53.3% | +157.5% | +86.7% |
| All | +104.2% | -54.7% | +158.9% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling