-34.5%
WBD vs CNH
+64.7%
-99.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.9% |
| 7D | -1.8% | +23.3% | -25.1% | -9.4% |
| 30D | +8.8% | +33.5% | -24.7% | -2.9% |
| 3M | +4.6% | +32.7% | -28.1% | -7.1% |
| 6M | +1.1% | +22.2% | -21.1% | -8.5% |
| YTD | -2.0% | +57.7% | -59.7% | -20.2% |
| 1Y | +140.0% | +28.0% | +112.0% | +110.6% |
| 3Y | +144.4% | +11.5% | +132.8% | +122.9% |
| 5Y | -0.2% | +11.9% | -12.1% | -10.3% |
| 10Y | +9.1% | +162.8% | -153.7% | -31.8% |
| All | -34.5% | +64.7% | -99.2% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling