+7,212.2%
CB vs WY
+281.9%
+6,930.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +8.2% | +8.0% | +0.2% | +5.0% |
| 3M | +6.3% | -17.7% | +24.0% | +13.7% |
| 6M | +16.2% | -10.8% | +26.9% | +20.0% |
| YTD | +19.3% | -10.6% | +29.9% | +22.5% |
| 1Y | +29.2% | -5.7% | +34.9% | +29.9% |
| 3Y | +71.4% | -24.8% | +96.2% | +83.1% |
| 5Y | +104.2% | -31.7% | +136.0% | +121.5% |
| 10Y | +246.7% | +2.9% | +243.7% | +198.9% |
| All | +7,212.2% | +281.9% | +6,930.4% | +3,543.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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