-1.5%
CNC vs WWD
+164.0%
-165.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.1% |
| 7D | -3.9% | -2.9% | -1.0% | -3.8% |
| 30D | +0.8% | -6.6% | +7.4% | +0.9% |
| 3M | +0.1% | -9.3% | +9.4% | +0.2% |
| 6M | +79.7% | -13.6% | +93.3% | +79.7% |
| YTD | +58.9% | +10.4% | +48.6% | +58.6% |
| 1Y | +109.1% | +39.9% | +69.3% | +109.7% |
| All | -1.5% | +164.0% | -165.6% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling