+219.5%
WBD vs CB
+863.8%
-644.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | +1.0% | +3.8% | -2.9% | -0.9% |
| 30D | +26.7% | +0.2% | +26.6% | +26.5% |
| 3M | +91.1% | +6.8% | +84.4% | +84.9% |
| 6M | +164.8% | -0.7% | +165.5% | +164.6% |
| YTD | +114.5% | +4.8% | +109.7% | +109.1% |
| 1Y | +141.9% | +4.5% | +137.5% | +136.0% |
| 3Y | +120.7% | +41.2% | +79.6% | +82.2% |
| 5Y | +8.3% | +125.3% | -116.9% | -29.2% |
| 10Y | -21.9% | +206.2% | -228.1% | -57.4% |
| All | +219.5% | +863.8% | -644.2% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling