+7,312.5%
CB vs WM
+3,173.7%
+4,138.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | +5.3% | +5.9% | -0.7% | +3.3% |
| 30D | +13.2% | +15.4% | -2.2% | +8.0% |
| 3M | +7.8% | +6.3% | +1.4% | +5.5% |
| 6M | +15.8% | +5.6% | +10.2% | +13.6% |
| YTD | +21.0% | +9.9% | +11.0% | +16.9% |
| 1Y | +32.2% | +20.8% | +11.4% | +23.8% |
| 3Y | +76.7% | +48.5% | +28.2% | +54.0% |
| 5Y | +110.4% | +60.6% | +49.8% | +77.9% |
| 10Y | +261.0% | +349.8% | -88.8% | +127.4% |
| All | +7,312.5% | +3,173.7% | +4,138.8% | +3,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling