+13.7%
WBD vs CB
+219.8%
-206.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +3.9% | -3.1% | +6.9% | +5.4% |
| 3M | +5.1% | +4.2% | +0.9% | +2.4% |
| 6M | +0.6% | +4.7% | -4.1% | -2.6% |
| YTD | -3.2% | +8.8% | -12.0% | -8.3% |
| 1Y | +127.7% | +22.6% | +105.0% | +102.4% |
| 3Y | +146.6% | +70.6% | +75.9% | +82.1% |
| 5Y | +4.2% | +99.4% | -95.3% | -29.6% |
| 10Y | +13.7% | +223.5% | -209.8% | -38.5% |
| All | +13.7% | +219.8% | -206.1% | -38.5% |
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