+140.4%
CI vs WWD
+476.2%
-335.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -1.8% | -6.4% | +4.6% | -0.1% |
| 3M | -4.2% | -5.6% | +1.4% | -3.4% |
| 6M | +2.7% | -9.1% | +11.8% | +4.1% |
| YTD | +1.9% | +12.5% | -10.6% | -3.1% |
| 1Y | -6.3% | +41.3% | -47.6% | -17.0% |
| 3Y | +3.9% | +170.2% | -166.4% | -27.5% |
| 5Y | +41.9% | +192.5% | -150.6% | -6.3% |
| 10Y | +140.4% | +476.9% | -336.5% | +14.0% |
| All | +140.4% | +476.2% | -335.9% | +14.0% |
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 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