+357.5%
WBD vs CF
+5,162.3%
-4,804.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.7% | +554.2% | -533.5% | -9.4% |
| 7D | +20.7% | +554.2% | -533.5% | -9.4% |
| 30D | +20.7% | +554.2% | -533.5% | -9.4% |
| 3M | +20.7% | +554.2% | -533.5% | -9.4% |
| 6M | +20.7% | +554.2% | -533.5% | -9.4% |
| YTD | +20.7% | +554.2% | -533.5% | -9.4% |
| 1Y | +20.7% | +554.2% | -533.5% | -9.4% |
| 3Y | +20.7% | +554.2% | -533.5% | -9.4% |
| 5Y | +20.7% | +554.2% | -533.5% | -9.4% |
| 10Y | +11.8% | +508.1% | -496.3% | -14.8% |
| All | +357.5% | +5,162.3% | -4,804.8% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling