+298.2%
WBD vs CAG
+89.8%
+208.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.8% | -3.8% | +2.0% | -0.5% |
| 30D | +8.8% | +3.1% | +5.6% | +7.4% |
| 3M | +4.6% | +23.5% | -18.8% | -3.8% |
| 6M | +1.1% | -14.8% | +15.9% | +5.9% |
| YTD | -2.0% | -5.4% | +3.5% | -1.8% |
| 1Y | +140.0% | -11.8% | +151.8% | +145.5% |
| 3Y | +144.4% | -36.7% | +181.0% | +180.8% |
| 5Y | -0.2% | -40.3% | +40.1% | +16.6% |
| 10Y | +9.1% | -37.0% | +46.1% | +16.1% |
| All | +298.2% | +89.8% | +208.4% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling