+298.2%
WBD vs CI
+774.9%
-476.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +8.8% | +4.4% | +4.3% | +7.4% |
| 3M | +4.6% | +0.7% | +4.0% | +4.1% |
| 6M | +1.1% | +0.3% | +0.7% | +0.3% |
| YTD | -2.0% | +3.8% | -5.8% | -4.0% |
| 1Y | +140.0% | -5.5% | +145.5% | +138.9% |
| 3Y | +144.4% | +8.1% | +136.3% | +127.2% |
| 5Y | -0.2% | +42.8% | -43.0% | -15.8% |
| 10Y | +9.1% | +143.9% | -134.8% | -24.3% |
| All | +298.2% | +774.9% | -476.7% | +69.6% |
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