+13.7%
WBD vs CNH
+157.1%
-143.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.6% |
| 7D | -1.7% | +1.8% | -3.5% | -2.5% |
| 30D | +3.9% | +32.6% | -28.8% | -7.5% |
| 3M | +5.1% | +29.4% | -24.3% | -6.4% |
| 6M | +0.6% | +26.0% | -25.4% | -10.6% |
| YTD | -3.2% | +52.2% | -55.4% | -21.0% |
| 1Y | +127.7% | +23.9% | +103.8% | +100.9% |
| 3Y | +146.6% | +10.1% | +136.4% | +124.7% |
| 5Y | +4.2% | +13.2% | -9.0% | -7.2% |
| 10Y | +13.7% | +160.7% | -147.0% | -23.6% |
| All | +13.7% | +157.1% | -143.4% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling