+105.1%
CTVA vs WWD
+191.3%
-86.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | +11.1% | -5.1% | +16.2% | +12.2% |
| 3M | +13.2% | -11.2% | +24.5% | +15.6% |
| 6M | +8.7% | -12.0% | +20.8% | +10.6% |
| YTD | +27.3% | +12.0% | +15.3% | +20.9% |
| 1Y | +18.0% | +42.8% | -24.8% | +4.0% |
| 3Y | +76.5% | +168.9% | -92.5% | +24.7% |
| 5Y | +105.1% | +192.2% | -87.1% | +35.9% |
| All | +105.1% | +191.3% | -86.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling