+4.2%
WBD vs CB
+98.8%
-94.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +5.0% | -3.9% | +8.9% | +6.9% |
| 3M | +6.2% | +4.9% | +1.3% | +3.1% |
| 6M | +0.6% | +3.3% | -2.7% | -1.9% |
| YTD | -2.4% | +8.5% | -10.9% | -7.6% |
| 1Y | +127.7% | +22.1% | +105.6% | +101.7% |
| 3Y | +148.4% | +70.1% | +78.3% | +77.5% |
| 5Y | +4.2% | +97.4% | -93.2% | -35.4% |
| All | +4.2% | +98.8% | -94.6% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling