+218.9%
CTVA vs W
-32.8%
+251.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -4.7% | +0.5% | -5.1% | -4.7% |
| 30D | +11.1% | -5.6% | +16.7% | +11.6% |
| 3M | +13.7% | +41.9% | -28.2% | +9.0% |
| 6M | +11.2% | +30.2% | -19.0% | +6.8% |
| YTD | +26.9% | -2.9% | +29.8% | +25.0% |
| 1Y | +18.8% | +11.6% | +7.2% | +14.8% |
| 3Y | +75.9% | +37.0% | +39.0% | +58.8% |
| 5Y | +105.2% | -62.8% | +168.1% | +101.7% |
| All | +218.9% | -32.8% | +251.7% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling