+4.2%
WBD vs CG
+5.5%
-1.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.3% |
| 7D | -1.7% | -6.4% | +4.7% | +1.6% |
| 30D | +3.9% | -7.1% | +10.9% | +7.3% |
| 3M | +5.1% | -1.6% | +6.7% | +4.5% |
| 6M | +0.6% | -8.3% | +8.9% | +2.7% |
| YTD | -3.2% | -23.8% | +20.6% | +7.6% |
| 1Y | +127.7% | -28.7% | +156.4% | +160.5% |
| 3Y | +146.6% | +49.2% | +97.4% | +72.4% |
| 5Y | +4.2% | +5.5% | -1.3% | -20.9% |
| All | +4.2% | +5.5% | -1.3% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling