+72.0%
C vs WBD
-14.5%
+86.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.2% | +1.0% | -0.8% | 0.0% |
| 30D | +4.9% | +26.7% | -21.9% | -0.4% |
| 3M | +11.1% | +91.1% | -80.0% | -4.9% |
| 6M | +45.3% | +164.8% | -119.6% | +14.9% |
| YTD | +47.2% | +114.5% | -67.3% | +21.0% |
| 1Y | +52.1% | +141.9% | -89.9% | +21.5% |
| 3Y | +145.8% | +120.7% | +25.1% | +91.0% |
| All | +72.0% | -14.5% | +86.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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