+13.7%
WBD vs CAPR
-77.3%
+90.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | -1.7% | -12.6% | +10.9% | -1.5% |
| 30D | +3.9% | +124.4% | -120.5% | +2.0% |
| 3M | +5.1% | -66.8% | +71.9% | +5.9% |
| 6M | +0.6% | -71.8% | +72.4% | +1.5% |
| YTD | -3.2% | -70.1% | +66.9% | -2.5% |
| 1Y | +127.7% | +33.3% | +94.3% | +113.3% |
| 3Y | +146.6% | +36.7% | +109.8% | +121.4% |
| 5Y | +4.2% | +72.5% | -68.3% | -8.5% |
| 10Y | +13.7% | -77.3% | +90.9% | -5.2% |
| All | +13.7% | -77.3% | +90.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling