+51.2%
CI vs WWD
+187.3%
-136.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +1.2% | +4.0% | -2.8% | +0.7% |
| 30D | +2.6% | +0.4% | +2.2% | +2.4% |
| 3M | +7.4% | -7.9% | +15.3% | +8.3% |
| 6M | -0.1% | -10.6% | +10.5% | +0.8% |
| YTD | +9.7% | +9.4% | +0.3% | +7.4% |
| 1Y | +12.1% | +25.7% | -13.6% | +7.6% |
| 3Y | +7.0% | +148.5% | -141.5% | -9.7% |
| All | +51.2% | +187.3% | -136.1% | +22.6% |
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