+273.1%
WBD vs CAPR
-99.1%
+372.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | +8.8% | +139.2% | -130.4% | +7.5% |
| 3M | +4.6% | -66.4% | +71.0% | +5.1% |
| 6M | +1.1% | -63.1% | +64.2% | +1.3% |
| YTD | -2.0% | -67.4% | +65.5% | -1.6% |
| 1Y | +140.0% | +58.2% | +81.8% | +130.4% |
| 3Y | +144.4% | +42.2% | +102.2% | +130.8% |
| 5Y | -0.2% | +87.3% | -87.5% | -6.7% |
| 10Y | +9.1% | -75.3% | +84.4% | -0.9% |
| All | +273.1% | -99.1% | +372.1% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling