+305.2%
CB vs W
+176.2%
+129.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.0% |
| 7D | +0.5% | -4.2% | +4.7% | +0.7% |
| 30D | -3.1% | -7.6% | +4.5% | -2.8% |
| 3M | +9.0% | +37.2% | -28.2% | +7.1% |
| 6M | +2.9% | +26.3% | -23.5% | +1.2% |
| YTD | +10.1% | -1.0% | +11.1% | +9.2% |
| 1Y | +22.8% | +20.1% | +2.7% | +20.3% |
| 3Y | +73.8% | +37.8% | +36.0% | +65.2% |
| 5Y | +99.2% | -63.7% | +162.8% | +96.4% |
| 10Y | +218.2% | +156.3% | +61.9% | +142.2% |
| All | +305.2% | +176.2% | +129.1% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling