+104.9%
CB vs WM
+60.7%
+44.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | +7.3% | +13.8% | -6.5% | +1.6% |
| 3M | +7.0% | +6.4% | +0.6% | +4.2% |
| 6M | +16.3% | +13.2% | +3.1% | +10.4% |
| YTD | +19.7% | +10.8% | +9.0% | +14.1% |
| 1Y | +27.8% | +20.2% | +7.6% | +17.5% |
| 3Y | +72.0% | +46.5% | +25.6% | +43.9% |
| 5Y | +104.9% | +61.3% | +43.6% | +63.8% |
| All | +104.9% | +60.7% | +44.2% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling