+6,646.7%
CB vs WM
+2,892.8%
+3,753.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -3.1% | -2.4% | -0.7% | -2.3% |
| 3M | +9.0% | +0.4% | +8.5% | +8.8% |
| 6M | +2.9% | -9.5% | +12.3% | +6.1% |
| YTD | +10.1% | +0.5% | +9.6% | +9.6% |
| 1Y | +22.8% | -1.1% | +23.9% | +22.8% |
| 3Y | +73.8% | +46.0% | +27.8% | +52.4% |
| 5Y | +99.2% | +51.8% | +47.4% | +71.7% |
| 10Y | +218.2% | +307.5% | -89.3% | +107.1% |
| All | +6,646.7% | +2,892.8% | +3,753.9% | +2,931.3% |
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