+32.0%
CTVA vs W
+21.5%
+10.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.0% | -7.8% | +2.9% |
| 7D | +8.2% | +8.4% | -0.2% | +8.0% |
| 30D | -1.0% | +16.5% | -17.6% | -1.4% |
| 3M | +4.6% | +6.4% | -1.9% | +4.5% |
| 6M | +0.5% | +90.5% | -90.1% | -1.5% |
| YTD | +22.7% | +23.1% | -0.3% | +24.6% |
| 1Y | +32.0% | +24.3% | +7.7% | +33.2% |
| All | +32.0% | +21.5% | +10.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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