+305.9%
CG vs WWD
+460.9%
-155.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | +8.5% | -0.4% | +8.9% | +8.4% |
| 3M | -12.1% | -6.1% | -6.0% | -10.0% |
| 6M | -16.4% | -9.5% | -6.9% | -13.6% |
| YTD | -28.0% | +10.8% | -38.8% | -34.0% |
| 1Y | -18.9% | +23.5% | -42.4% | -30.3% |
| 3Y | +51.2% | +151.3% | -100.0% | -11.9% |
| 5Y | -15.9% | +187.8% | -203.7% | -55.0% |
| 10Y | +305.9% | +461.1% | -155.2% | +51.7% |
| All | +305.9% | +460.9% | -155.0% | +51.7% |
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