+204.7%
CTVA vs WM
+144.0%
+60.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -8.5% | +13.3% | -21.8% | -14.5% |
| 3M | +5.3% | +4.4% | +0.9% | +2.7% |
| 6M | -0.1% | +10.8% | -10.9% | -6.0% |
| YTD | +21.2% | +9.1% | +12.2% | +14.5% |
| 1Y | +27.0% | +19.1% | +7.9% | +14.1% |
| 3Y | +87.2% | +45.7% | +41.6% | +44.1% |
| 5Y | +77.9% | +60.4% | +17.5% | +26.1% |
| All | +204.7% | +144.0% | +60.6% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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