+250.7%
CP vs WWD
+460.9%
-210.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | +11.0% | -0.4% | +11.5% | +10.7% |
| 3M | +3.8% | -6.1% | +9.9% | +5.3% |
| 6M | +9.5% | -9.5% | +19.0% | +11.5% |
| YTD | +28.2% | +10.8% | +17.4% | +20.7% |
| 1Y | +33.0% | +23.5% | +9.4% | +20.0% |
| 3Y | +35.5% | +151.3% | -115.7% | -8.4% |
| 5Y | +25.8% | +187.8% | -162.0% | -21.4% |
| 10Y | +250.7% | +461.1% | -210.4% | +69.9% |
| All | +250.7% | +460.9% | -210.2% | +69.9% |
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