+350.2%
CG vs WWD
+814.9%
-464.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -4.3% | +1.3% | -5.6% | -4.9% |
| 30D | -5.1% | -7.2% | +2.1% | -1.9% |
| 3M | +8.7% | -3.8% | +12.5% | +9.7% |
| 6M | -9.2% | -9.9% | +0.7% | -6.2% |
| YTD | -18.9% | +14.8% | -33.7% | -26.2% |
| 1Y | -25.6% | +42.1% | -67.7% | -39.7% |
| 3Y | +57.3% | +170.8% | -113.5% | -8.5% |
| 5Y | +10.2% | +197.5% | -187.4% | -39.7% |
| 10Y | +364.2% | +477.8% | -113.6% | +74.7% |
| All | +350.2% | +814.9% | -464.8% | +34.5% |
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