+9.8%
CG vs WWD
+192.1%
-182.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.7% |
| 30D | -3.2% | -6.4% | +3.3% | -0.1% |
| 3M | +6.2% | -5.6% | +11.8% | +8.1% |
| 6M | -4.7% | -9.1% | +4.4% | -1.9% |
| YTD | -20.6% | +12.5% | -33.1% | -28.3% |
| 1Y | -26.4% | +41.3% | -67.7% | -42.6% |
| 3Y | +55.4% | +170.2% | -114.8% | -20.4% |
| 5Y | +9.8% | +192.5% | -182.7% | -49.2% |
| All | +9.8% | +192.1% | -182.3% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling