+243.0%
CB vs WWD
+494.7%
-251.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.8% |
| 7D | -1.5% | +4.2% | -5.7% | -2.8% |
| 30D | +6.5% | -0.8% | +7.3% | +6.4% |
| 3M | +4.1% | -8.2% | +12.2% | +6.0% |
| 6M | +14.4% | -9.8% | +24.3% | +16.2% |
| YTD | +17.5% | +10.4% | +7.1% | +10.8% |
| 1Y | +27.5% | +25.5% | +2.1% | +14.9% |
| 3Y | +71.6% | +155.8% | -84.2% | +17.1% |
| 5Y | +100.6% | +187.3% | -86.7% | +27.6% |
| 10Y | +243.0% | +462.7% | -219.7% | +79.5% |
| All | +243.0% | +494.7% | -251.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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