+115.6%
CRBG vs WWD
+270.6%
-155.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | +0.6% | -2.6% | +3.2% | +1.6% |
| 30D | +2.6% | -6.9% | +9.6% | +5.3% |
| 3M | +24.0% | -13.0% | +37.0% | +29.7% |
| 6M | +50.5% | -12.5% | +63.0% | +55.9% |
| YTD | +17.1% | +11.8% | +5.3% | +8.7% |
| 1Y | +5.9% | +41.1% | -35.2% | -12.2% |
| 3Y | +122.7% | +163.1% | -40.3% | +39.7% |
| All | +115.6% | +270.6% | -155.0% | +7.2% |
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