+7,356.3%
CB vs WWD
+15,408.5%
-8,052.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -3.1% | -7.2% | +4.1% | -1.3% |
| 3M | +9.0% | -3.8% | +12.8% | +9.3% |
| 6M | +2.9% | -9.9% | +12.8% | +4.3% |
| YTD | +10.1% | +14.8% | -4.7% | +4.2% |
| 1Y | +22.8% | +42.1% | -19.3% | +9.2% |
| 3Y | +73.8% | +170.8% | -97.0% | +26.3% |
| 5Y | +99.2% | +197.5% | -98.3% | +38.3% |
| 10Y | +218.2% | +477.8% | -259.6% | +76.6% |
| All | +7,356.3% | +15,408.5% | -8,052.2% | +1,972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling