+3.6%
WBD vs CARR
+8.3%
-4.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -0.7% | -3.8% | +3.0% | +1.0% |
| 30D | +1.4% | -8.9% | +10.3% | +5.7% |
| 3M | +4.4% | -17.3% | +21.7% | +12.9% |
| 6M | +0.8% | -1.4% | +2.2% | -2.1% |
| YTD | -2.7% | +10.0% | -12.7% | -11.8% |
| 1Y | +73.4% | -6.4% | +79.8% | +71.1% |
| 3Y | +142.1% | +1.5% | +140.6% | +117.9% |
| All | +3.6% | +8.3% | -4.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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