+247.9%
CB vs WU
-39.7%
+287.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | 0.0% | -5.3% | +5.3% | +1.6% |
| 30D | +7.4% | +9.0% | -1.6% | +4.5% |
| 3M | +8.6% | -3.6% | +12.2% | +9.3% |
| 6M | +16.1% | -19.4% | +35.5% | +22.2% |
| YTD | +20.2% | -21.7% | +41.9% | +26.9% |
| 1Y | +27.2% | -16.1% | +43.3% | +31.1% |
| 3Y | +72.7% | -24.1% | +96.8% | +79.1% |
| 5Y | +105.9% | -44.1% | +150.1% | +134.2% |
| All | +247.9% | -39.7% | +287.7% | +281.3% |
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