+10,026.9%
CP vs WWD
+14,767.1%
-4,740.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.5% |
| 7D | +0.9% | +8.2% | -7.3% | -1.4% |
| 30D | +10.3% | -0.2% | +10.5% | +9.9% |
| 3M | +2.3% | -8.4% | +10.7% | +4.3% |
| 6M | +10.7% | -9.5% | +20.2% | +12.6% |
| YTD | +29.3% | +10.1% | +19.2% | +23.2% |
| 1Y | +31.5% | +21.6% | +9.9% | +21.2% |
| 3Y | +36.7% | +149.6% | -112.9% | -0.7% |
| 5Y | +26.8% | +191.3% | -164.5% | -13.6% |
| 10Y | +260.1% | +455.2% | -195.1% | +92.4% |
| All | +10,026.9% | +14,767.1% | -4,740.2% | +3,036.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling