-14.9%
WBD vs CAPR
+56.9%
-71.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.5% |
| 7D | +1.0% | -8.9% | +9.9% | +1.6% |
| 30D | +26.7% | -20.7% | +47.4% | +28.4% |
| 3M | +91.1% | -26.5% | +117.7% | +93.8% |
| 6M | +164.8% | -13.9% | +178.8% | +159.0% |
| YTD | +114.5% | -57.0% | +171.5% | +117.4% |
| 1Y | +141.9% | -68.5% | +210.5% | +149.4% |
| 3Y | +120.7% | +20.0% | +100.7% | +72.5% |
| All | -14.9% | +56.9% | -71.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling