+3.6%
WBD vs CNC
+10.7%
-7.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +1.4% | -1.0% | +2.4% | +1.5% |
| 3M | +4.4% | +4.5% | -0.1% | +3.3% |
| 6M | +0.8% | +85.2% | -84.4% | -10.4% |
| YTD | -2.7% | +61.4% | -64.1% | -12.1% |
| 1Y | +73.4% | +94.9% | -21.5% | +49.4% |
| 3Y | +142.1% | 0.0% | +142.1% | +129.2% |
| All | +3.6% | +10.7% | -7.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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