+166.8%
WBD vs CAI
-11.0%
+177.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.6% | -5.1% | +4.5% | -0.4% |
| 30D | +4.2% | +3.9% | +0.3% | +4.0% |
| 3M | +7.5% | +40.1% | -32.6% | +5.5% |
| 6M | +1.6% | +29.7% | -28.1% | -0.2% |
| YTD | -2.2% | -10.9% | +8.7% | -1.5% |
| 1Y | +124.9% | -28.0% | +152.9% | +130.5% |
| All | +166.8% | -11.0% | +177.8% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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