+148.4%
WBD vs CAPR
+42.0%
+106.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.2% | -0.4% |
| 7D | -0.7% | -9.5% | +8.8% | -0.7% |
| 30D | +5.0% | +121.5% | -116.5% | +4.4% |
| 3M | +6.2% | -65.4% | +71.6% | +6.4% |
| 6M | +0.6% | -67.5% | +68.1% | +0.8% |
| YTD | -2.4% | -68.6% | +66.2% | -2.2% |
| 1Y | +127.7% | +42.7% | +85.0% | +123.6% |
| 3Y | +148.4% | +43.4% | +105.1% | +120.9% |
| All | +148.4% | +42.0% | +106.4% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling