+3.6%
WBD vs CAG
-43.1%
+46.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.7% | -5.7% | +4.9% | +1.0% |
| 30D | +1.4% | -2.4% | +3.8% | +2.0% |
| 3M | +4.4% | +9.8% | -5.4% | +0.6% |
| 6M | +0.8% | -10.8% | +11.7% | +4.1% |
| YTD | -2.7% | -10.8% | +8.1% | -0.6% |
| 1Y | +73.4% | -19.0% | +92.4% | +83.5% |
| 3Y | +142.1% | -39.7% | +181.8% | +189.9% |
| All | +3.6% | -43.1% | +46.7% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling