+105.2%
CTVA vs W
-63.0%
+168.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -2.1% | +6.5% | -8.6% | -2.5% |
| 30D | +12.0% | -6.2% | +18.3% | +12.5% |
| 3M | +13.5% | +48.9% | -35.4% | +9.5% |
| 6M | +12.1% | +31.2% | -19.1% | +8.7% |
| YTD | +29.0% | -0.4% | +29.4% | +27.5% |
| 1Y | +18.9% | +14.8% | +4.0% | +15.6% |
| 3Y | +78.9% | +40.5% | +38.4% | +64.1% |
| 5Y | +105.2% | -62.1% | +167.4% | +99.5% |
| All | +105.2% | -63.0% | +168.2% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling