+4.2%
WBD vs CNH
+7.1%
-2.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.9% |
| 7D | -0.7% | +8.8% | -9.5% | -4.5% |
| 30D | +5.0% | +24.7% | -19.7% | -5.3% |
| 3M | +6.2% | +27.3% | -21.1% | -6.0% |
| 6M | +0.6% | +23.2% | -22.5% | -11.0% |
| YTD | -2.4% | +48.9% | -51.4% | -22.5% |
| 1Y | +127.7% | +19.4% | +108.3% | +101.4% |
| 3Y | +148.4% | +7.8% | +140.7% | +126.0% |
| 5Y | +4.2% | +8.7% | -4.5% | -9.5% |
| All | +4.2% | +7.1% | -2.9% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling