+84.5%
CTVA vs WM
+46.5%
+38.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | -1.0% | +0.8% | -1.7% | -1.2% |
| 30D | -8.7% | +13.8% | -22.5% | -11.5% |
| 3M | +6.4% | +6.4% | 0.0% | +4.8% |
| 6M | -1.9% | +13.2% | -15.1% | -4.8% |
| YTD | +21.5% | +10.8% | +10.8% | +18.5% |
| 1Y | +24.3% | +20.2% | +4.1% | +18.8% |
| All | +84.5% | +46.5% | +38.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling