+142.1%
WBD vs CGNX
+49.8%
+92.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.6% |
| 7D | -0.7% | +3.2% | -3.9% | -1.5% |
| 30D | +1.4% | +6.0% | -4.6% | -0.3% |
| 3M | +4.4% | +3.5% | +0.9% | +2.3% |
| 6M | +0.8% | +26.3% | -25.5% | -7.2% |
| YTD | -2.7% | +79.2% | -82.0% | -22.5% |
| 1Y | +73.4% | +43.8% | +29.6% | +48.3% |
| 3Y | +142.1% | +52.0% | +90.2% | +61.2% |
| All | +142.1% | +49.8% | +92.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling