+461.1%
WWD vs CPB
-40.9%
+502.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | +0.4% | +2.9% | -2.4% | +0.4% |
| 30D | -0.4% | +17.6% | -18.0% | -0.7% |
| 3M | -6.1% | +2.0% | -8.1% | -6.1% |
| 6M | -9.5% | +11.6% | -21.2% | -9.8% |
| YTD | +10.8% | -13.8% | +24.6% | +11.4% |
| 1Y | +23.5% | -21.6% | +45.1% | +24.7% |
| 3Y | +151.3% | -35.8% | +187.1% | +154.3% |
| 5Y | +187.8% | -33.3% | +221.1% | +190.4% |
| 10Y | +461.1% | -39.4% | +500.5% | +449.3% |
| All | +461.1% | -40.9% | +502.0% | +449.3% |
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