+42.5%
CI vs WWD
+198.3%
-155.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +4.4% | -7.2% | +11.6% | +5.4% |
| 3M | +0.7% | -3.8% | +4.5% | +0.8% |
| 6M | +0.3% | -9.9% | +10.3% | +1.1% |
| YTD | +3.8% | +14.8% | -11.0% | +1.1% |
| 1Y | -5.5% | +42.1% | -47.6% | -10.7% |
| 3Y | +8.1% | +170.8% | -162.7% | -10.2% |
| All | +42.5% | +198.3% | -155.7% | +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 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