+32.9%
WBD vs CARR
+414.1%
-381.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.8% |
| 7D | -0.6% | -4.1% | +3.5% | +0.8% |
| 30D | +4.2% | -11.0% | +15.1% | +8.2% |
| 3M | +7.5% | -16.4% | +23.9% | +13.4% |
| 6M | +1.6% | -2.4% | +4.0% | +0.3% |
| YTD | -2.2% | +8.4% | -10.6% | -7.5% |
| 1Y | +124.9% | -8.0% | +132.9% | +125.1% |
| 3Y | +149.1% | +0.6% | +148.5% | +138.5% |
| 5Y | +7.8% | +7.7% | +0.1% | -3.9% |
| All | +32.9% | +414.1% | -381.2% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling