+305.5%
CG vs WWD
+779.8%
-474.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.7% | +4.2% |
| 7D | +3.0% | +4.2% | -1.1% | +1.0% |
| 30D | +10.1% | -0.8% | +10.9% | +10.2% |
| 3M | -10.8% | -8.2% | -2.7% | -7.7% |
| 6M | -15.2% | -9.8% | -5.4% | -12.2% |
| YTD | -26.9% | +10.4% | -37.3% | -32.5% |
| 1Y | -17.0% | +25.5% | -42.5% | -28.6% |
| 3Y | +54.6% | +155.8% | -101.2% | -7.9% |
| 5Y | -16.7% | +187.3% | -204.1% | -53.7% |
| 10Y | +320.1% | +462.7% | -142.6% | +59.9% |
| All | +305.5% | +779.8% | -474.3% | +23.0% |
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