+224.3%
CTVA vs WM
+123.6%
+100.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.6% |
| 30D | +12.0% | -4.3% | +16.4% | +14.7% |
| 3M | +13.5% | +0.8% | +12.7% | +12.6% |
| 6M | +12.1% | -10.8% | +22.9% | +18.5% |
| YTD | +29.0% | -0.1% | +29.1% | +27.9% |
| 1Y | +18.9% | +1.0% | +17.8% | +16.8% |
| 3Y | +78.9% | +45.1% | +33.8% | +36.6% |
| 5Y | +105.2% | +52.1% | +53.1% | +48.7% |
| All | +224.3% | +123.6% | +100.6% | +102.3% |
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