-61.7%
WBD vs CNH
+59.2%
-120.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.8% |
| 7D | -13.9% | -14.0% | +0.1% | -9.1% |
| 30D | -7.6% | -18.0% | +10.5% | -0.3% |
| 3M | -28.3% | -28.8% | +0.5% | -18.3% |
| 6M | -22.3% | -30.0% | +7.6% | -11.1% |
| YTD | +6.9% | -36.2% | +43.1% | +26.5% |
| 1Y | -6.2% | -30.6% | +24.4% | +7.7% |
| 3Y | -55.8% | +27.2% | -83.0% | -60.3% |
| 5Y | -69.3% | +22.8% | -92.1% | -74.1% |
| All | -61.7% | +59.2% | -120.9% | -66.7% |
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