+16.0%
CTVA vs W
+10.7%
+5.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -4.5% | -0.9% | -3.6% | -4.5% |
| 30D | +11.3% | -4.2% | +15.6% | +11.4% |
| 3M | +12.3% | +26.9% | -14.6% | +11.4% |
| 6M | +7.2% | +31.2% | -24.1% | +6.2% |
| YTD | +26.0% | -1.8% | +27.8% | +27.2% |
| 1Y | +16.0% | +9.3% | +6.7% | +16.1% |
| All | +16.0% | +10.7% | +5.3% | +16.1% |
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