+305.2%
CG vs WWD
+498.2%
-193.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.4% |
| 7D | -9.9% | -2.6% | -7.3% | -8.7% |
| 30D | -11.7% | -6.9% | -4.7% | -8.7% |
| 3M | -4.3% | -13.0% | +8.8% | +1.7% |
| 6M | -8.8% | -12.5% | +3.7% | -4.2% |
| YTD | -26.9% | +11.8% | -38.7% | -33.0% |
| 1Y | -35.4% | +41.1% | -76.5% | -48.1% |
| 3Y | +43.0% | +163.1% | -120.0% | -18.1% |
| 5Y | +1.9% | +187.6% | -185.7% | -45.3% |
| All | +305.2% | +498.2% | -193.1% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling