+137.3%
CTVA vs W
-22.8%
+160.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -20.8% | +0.2% | -20.9% | -20.7% |
| 30D | -29.6% | +6.8% | -36.4% | -30.1% |
| 3M | -16.9% | +10.7% | -27.6% | -17.9% |
| 6M | -24.3% | +86.3% | -110.6% | -29.5% |
| YTD | -5.6% | +11.5% | -17.1% | -8.4% |
| 1Y | -4.2% | +5.1% | -9.3% | -6.6% |
| 3Y | +43.3% | +171.0% | -127.7% | +21.7% |
| 5Y | +35.7% | -56.6% | +92.3% | +31.3% |
| All | +137.3% | -22.8% | +160.1% | +85.0% |
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