+264.4%
WBD vs CI
+260.4%
+4.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.6% |
| 7D | +0.2% | +11.0% | -10.7% | -2.7% |
| 30D | -4.9% | +1.2% | -6.1% | -5.3% |
| 3M | -1.3% | +0.3% | -1.6% | -1.6% |
| 6M | -8.6% | -1.6% | -7.0% | -8.6% |
| YTD | -3.1% | -12.0% | +8.9% | -0.2% |
| 1Y | -10.9% | -3.0% | -7.9% | -10.8% |
| 3Y | -40.7% | +59.8% | -100.5% | -49.3% |
| 5Y | +12.3% | +196.8% | -184.5% | -19.8% |
| 10Y | +269.7% | +226.6% | +43.1% | +134.9% |
| All | +264.4% | +260.4% | +4.0% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling