+155.8%
WWD vs CPB
-35.0%
+190.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +4.8% |
| 7D | +4.2% | +3.3% | +0.9% | +4.5% |
| 30D | -0.8% | +19.0% | -19.8% | +1.1% |
| 3M | -8.2% | +0.4% | -8.6% | -7.6% |
| 6M | -9.8% | +13.0% | -22.8% | -8.5% |
| YTD | +10.4% | -12.7% | +23.1% | +10.3% |
| 1Y | +25.5% | -20.9% | +46.3% | +25.0% |
| 3Y | +155.8% | -35.4% | +191.2% | +145.3% |
| All | +155.8% | -35.0% | +190.8% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling