+106.9%
CB vs WWD
+161.2%
-54.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.2% |
| 7D | +2.6% | -2.6% | +5.1% | +2.9% |
| 30D | +11.2% | -7.7% | +18.9% | +12.3% |
| 3M | +5.7% | -17.7% | +23.5% | +8.6% |
| 6M | +15.9% | -15.9% | +31.8% | +18.1% |
| YTD | +20.2% | +1.8% | +18.4% | +17.4% |
| 1Y | +32.4% | +17.4% | +15.0% | +25.4% |
| 3Y | +75.5% | +137.1% | -61.6% | +36.8% |
| All | +106.9% | +161.2% | -54.3% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling