+27.2%
CB vs WWD
+25.3%
+2.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.4% |
| 7D | -1.5% | +4.2% | -5.7% | -1.5% |
| 30D | +6.5% | -0.8% | +7.3% | +6.5% |
| 3M | +4.1% | -8.2% | +12.2% | +4.2% |
| 6M | +14.4% | -9.8% | +24.3% | +14.4% |
| YTD | +17.5% | +10.4% | +7.1% | +17.3% |
| All | +27.2% | +25.3% | +2.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling