+243.0%
CB vs WM
+337.2%
-94.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +6.5% | +13.3% | -6.8% | -1.5% |
| 3M | +4.1% | +4.4% | -0.3% | +1.1% |
| 6M | +14.4% | +10.8% | +3.6% | +7.0% |
| YTD | +17.5% | +9.1% | +8.4% | +10.2% |
| 1Y | +27.5% | +19.1% | +8.4% | +13.0% |
| 3Y | +71.6% | +45.7% | +25.9% | +29.9% |
| 5Y | +100.6% | +60.4% | +40.2% | +38.9% |
| 10Y | +243.0% | +328.7% | -85.7% | +44.9% |
| All | +243.0% | +337.2% | -94.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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