+639.5%
CEG vs WWD
+204.3%
+435.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.4% |
| 7D | +8.0% | +1.3% | +6.7% | +7.4% |
| 30D | +12.9% | -7.2% | +20.1% | +16.5% |
| 3M | +13.2% | -3.8% | +17.0% | +14.0% |
| 6M | -7.0% | -9.9% | +2.9% | -4.0% |
| YTD | -15.0% | +14.8% | -29.8% | -22.6% |
| 1Y | -2.7% | +42.1% | -44.8% | -21.2% |
| 3Y | +184.1% | +170.8% | +13.3% | +74.7% |
| All | +639.5% | +204.3% | +435.2% | +320.0% |
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 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