-16.7%
CG vs WWD
+190.4%
-207.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.7% | +4.1% |
| 7D | +3.0% | +4.2% | -1.1% | +0.9% |
| 30D | +10.1% | -0.8% | +10.9% | +10.2% |
| 3M | -10.8% | -8.2% | -2.7% | -7.5% |
| 6M | -15.2% | -9.8% | -5.4% | -12.1% |
| YTD | -26.9% | +10.4% | -37.3% | -33.8% |
| 1Y | -17.0% | +25.5% | -42.5% | -31.0% |
| 3Y | +54.6% | +155.8% | -101.2% | -19.6% |
| 5Y | -16.7% | +187.3% | -204.1% | -60.6% |
| All | -16.7% | +190.4% | -207.2% | -60.6% |
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