+495.3%
WWD vs CPB
-44.2%
+539.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +0.6% | -8.0% | +8.6% | +0.9% |
| 30D | -5.1% | -2.4% | -2.7% | -5.1% |
| 3M | -11.2% | +0.5% | -11.8% | -11.3% |
| 6M | -12.0% | -10.5% | -1.6% | -11.8% |
| YTD | +12.0% | -17.5% | +29.5% | +12.6% |
| 1Y | +42.8% | -31.0% | +73.8% | +44.8% |
| 3Y | +168.9% | -40.6% | +209.6% | +173.0% |
| 5Y | +192.2% | -37.7% | +229.9% | +195.4% |
| 10Y | +495.3% | -43.4% | +538.7% | +494.6% |
| All | +495.3% | -44.2% | +539.5% | +494.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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