+34.6%
CP vs WWD
+21.1%
+13.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.2% |
| 7D | +2.8% | +4.2% | -1.4% | +2.1% |
| 30D | +10.2% | -2.1% | +12.4% | +10.3% |
| 3M | +2.4% | -13.2% | +15.5% | +4.5% |
| 6M | +7.7% | -16.9% | +24.5% | +10.0% |
| YTD | +26.0% | +5.2% | +20.8% | +23.7% |
| 1Y | +34.6% | +20.6% | +14.0% | +28.8% |
| All | +34.6% | +21.1% | +13.6% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling