+21.1%
WBD vs CF
+543.0%
-521.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.0% | +39.2% | -3.3% | +22.0% |
| 7D | +36.0% | +39.2% | -3.3% | +22.0% |
| 30D | +36.0% | +39.2% | -3.3% | +22.0% |
| 3M | +36.0% | +39.2% | -3.3% | +22.0% |
| 6M | +36.0% | +39.2% | -3.3% | +22.0% |
| YTD | +36.0% | +39.2% | -3.3% | +22.0% |
| 1Y | +63.0% | +31.4% | +31.5% | +48.7% |
| 3Y | +206.7% | +53.3% | +153.4% | +161.8% |
| 5Y | +18.4% | +113.2% | -94.9% | -14.3% |
| All | +21.1% | +543.0% | -521.9% | -33.1% |
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