+231.7%
CTVA vs WM
+124.9%
+106.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.2% |
| 7D | +4.9% | -0.3% | +5.2% | +5.1% |
| 30D | +11.9% | -2.4% | +14.3% | +13.2% |
| 3M | +13.7% | +0.4% | +13.2% | +12.9% |
| 6M | +13.1% | -9.5% | +22.6% | +18.6% |
| YTD | +32.0% | +0.5% | +31.5% | +30.4% |
| 1Y | +22.1% | -1.1% | +23.2% | +21.4% |
| 3Y | +77.5% | +46.0% | +31.5% | +35.0% |
| 5Y | +106.3% | +51.8% | +54.5% | +49.8% |
| All | +231.7% | +124.9% | +106.8% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling