+18.9%
WBD vs CB
+210.6%
-191.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +4.0% | +10.1% | +12.1% |
| 7D | +14.2% | +4.0% | +10.1% | +12.1% |
| 30D | +14.2% | +4.0% | +10.1% | +12.1% |
| 3M | +14.2% | +4.0% | +10.1% | +12.1% |
| 6M | +13.3% | +1.3% | +12.0% | +12.6% |
| YTD | +7.4% | +6.9% | +0.5% | +3.5% |
| 1Y | +63.0% | +17.4% | +45.5% | +49.2% |
| 3Y | +206.7% | +62.0% | +144.7% | +134.5% |
| 5Y | +18.4% | +101.6% | -83.2% | -20.1% |
| All | +18.9% | +210.6% | -191.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling