+218.9%
CTVA vs WWD
+212.1%
+6.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.2% |
| 7D | -4.7% | -2.9% | -1.8% | -3.7% |
| 30D | +11.1% | -6.6% | +17.7% | +13.5% |
| 3M | +13.7% | -9.3% | +23.0% | +16.5% |
| 6M | +11.2% | -13.6% | +24.8% | +14.8% |
| YTD | +26.9% | +10.4% | +16.5% | +18.6% |
| 1Y | +18.8% | +39.9% | -21.1% | +0.3% |
| 3Y | +75.9% | +165.0% | -89.1% | +10.1% |
| 5Y | +105.2% | +183.8% | -78.6% | +20.7% |
| All | +218.9% | +212.1% | +6.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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