+13.7%
WBD vs CI
+143.6%
-129.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | +3.9% | +0.5% | +3.4% | +3.7% |
| 3M | +5.1% | -5.2% | +10.3% | +6.4% |
| 6M | +0.6% | +4.3% | -3.8% | -1.4% |
| YTD | -3.2% | +2.8% | -5.9% | -5.0% |
| 1Y | +127.7% | -5.8% | +133.5% | +126.8% |
| 3Y | +146.6% | +4.7% | +141.8% | +128.6% |
| 5Y | +4.2% | +42.7% | -38.5% | -16.3% |
| 10Y | +13.7% | +141.0% | -127.3% | -22.3% |
| All | +13.7% | +143.6% | -129.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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