+293.4%
WBD vs CNC
+637.6%
-344.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.7% | -4.9% | +3.2% | -0.7% |
| 30D | +3.9% | -3.8% | +7.6% | +4.6% |
| 3M | +5.1% | -3.2% | +8.3% | +5.4% |
| 6M | +0.6% | +47.9% | -47.3% | -8.6% |
| YTD | -3.2% | +55.7% | -58.8% | -13.4% |
| 1Y | +127.7% | +106.2% | +21.4% | +90.6% |
| 3Y | +146.6% | -2.1% | +148.6% | +131.1% |
| 5Y | +4.2% | +3.4% | +0.8% | -4.3% |
| 10Y | +13.7% | +91.7% | -78.0% | -11.0% |
| All | +293.4% | +637.6% | -344.2% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling