+248.2%
CB vs WU
-36.0%
+284.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +0.2% | +11.7% | -11.4% | -3.0% |
| 30D | +9.1% | +12.6% | -3.5% | +5.2% |
| 3M | +3.4% | -0.5% | +3.9% | +3.2% |
| 6M | +14.1% | -18.2% | +32.3% | +19.5% |
| YTD | +18.0% | -19.0% | +37.0% | +23.4% |
| 1Y | +30.1% | -16.7% | +46.8% | +34.5% |
| 3Y | +71.8% | -21.0% | +92.8% | +76.0% |
| 5Y | +101.8% | -41.7% | +143.5% | +126.2% |
| All | +248.2% | -36.0% | +284.2% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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