+342.2%
CB vs W
+214.9%
+127.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.6% | -0.3% |
| 7D | +2.6% | -5.6% | +8.2% | +2.8% |
| 30D | +11.2% | +7.5% | +3.7% | +10.8% |
| 3M | +5.7% | +5.4% | +0.3% | +5.4% |
| 6M | +15.9% | +79.4% | -63.5% | +12.4% |
| YTD | +20.2% | +12.9% | +7.2% | +18.4% |
| 1Y | +32.4% | +12.4% | +20.0% | +30.4% |
| 3Y | +75.5% | +128.5% | -53.0% | +62.7% |
| 5Y | +105.5% | -54.0% | +159.4% | +100.0% |
| 10Y | +258.5% | +248.8% | +9.8% | +169.1% |
| All | +342.2% | +214.9% | +127.3% | +232.5% |
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