+231.7%
CTVA vs W
-31.4%
+263.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | +4.9% | -4.2% | +9.1% | +5.3% |
| 30D | +11.9% | -7.6% | +19.5% | +12.6% |
| 3M | +13.7% | +37.2% | -23.5% | +9.3% |
| 6M | +13.1% | +26.3% | -13.2% | +9.0% |
| YTD | +32.0% | -1.0% | +32.9% | +29.8% |
| 1Y | +22.1% | +20.1% | +2.0% | +17.0% |
| 3Y | +77.5% | +37.8% | +39.7% | +60.1% |
| 5Y | +106.3% | -63.7% | +169.9% | +103.5% |
| All | +231.7% | -31.4% | +263.1% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling