+143.5%
WBD vs CAG
-39.3%
+182.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.6% |
| 7D | -0.6% | -5.9% | +5.3% | +0.6% |
| 30D | +4.2% | -1.5% | +5.7% | +4.4% |
| 3M | +7.5% | +11.5% | -3.9% | +4.5% |
| 6M | +1.6% | -15.7% | +17.3% | +5.8% |
| YTD | -2.2% | -10.2% | +8.1% | -0.7% |
| 1Y | +124.9% | -18.1% | +142.9% | +134.9% |
| All | +143.5% | -39.3% | +182.8% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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