+140.0%
WBD vs CNH
+29.2%
+110.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -0.4% |
| 7D | -1.8% | +23.3% | -25.1% | -1.9% |
| 30D | +8.8% | +33.5% | -24.7% | +8.6% |
| 3M | +4.6% | +32.7% | -28.1% | +4.5% |
| 6M | +1.1% | +22.2% | -21.1% | +0.7% |
| YTD | -2.0% | +57.7% | -59.7% | +0.1% |
| 1Y | +140.0% | +28.0% | +112.0% | +137.0% |
| All | +140.0% | +29.2% | +110.8% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling