+10.8%
WBD vs CF
+589.1%
-578.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +5.0% | +18.1% | -13.1% | +0.3% |
| 3M | +6.2% | +23.4% | -17.1% | 0.0% |
| 6M | +0.6% | +17.1% | -16.5% | -5.7% |
| YTD | -2.4% | +76.2% | -78.7% | -19.1% |
| 1Y | +127.7% | +62.3% | +65.4% | +92.6% |
| 3Y | +148.4% | +71.8% | +76.6% | +102.4% |
| 5Y | +4.2% | +234.6% | -230.3% | -35.4% |
| 10Y | +10.8% | +574.3% | -563.5% | -42.4% |
| All | +10.8% | +589.1% | -578.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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