+223.2%
CP vs WAB
+283.1%
-59.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +2.4% | +1.7% | +0.8% | +1.8% |
| 30D | -0.5% | -2.4% | +1.9% | +0.4% |
| 3M | +1.4% | +9.7% | -8.3% | -2.8% |
| 6M | +10.3% | +16.5% | -6.2% | +3.0% |
| YTD | +24.3% | +33.7% | -9.4% | +9.9% |
| 1Y | +20.4% | +49.7% | -29.2% | +1.5% |
| 3Y | +21.8% | +170.9% | -149.2% | -20.6% |
| 5Y | +31.5% | +228.0% | -196.5% | -21.4% |
| 10Y | +223.2% | +284.8% | -61.6% | +59.0% |
| All | +223.2% | +283.1% | -59.9% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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