+12.0%
WBD vs CG
+321.9%
-309.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.1% |
| 7D | -0.6% | -9.8% | +9.2% | +4.0% |
| 30D | +4.2% | -10.3% | +14.5% | +8.9% |
| 3M | +7.5% | -1.7% | +9.2% | +7.0% |
| 6M | +1.6% | -9.8% | +11.4% | +4.3% |
| YTD | -2.2% | -25.6% | +23.4% | +8.4% |
| 1Y | +124.9% | -32.5% | +157.4% | +159.2% |
| 3Y | +149.1% | +45.6% | +103.5% | +93.5% |
| 5Y | +7.8% | +3.7% | +4.2% | -6.5% |
| All | +12.0% | +321.9% | -309.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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