-28.3%
WBD vs CNH
+52.1%
-80.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +25.0% | -11.2% | +4.0% |
| 7D | +13.8% | +25.0% | -11.2% | +4.0% |
| 30D | +13.8% | +25.0% | -11.2% | +4.0% |
| 3M | +13.8% | +25.0% | -11.2% | +4.0% |
| 6M | +13.3% | +26.1% | -12.8% | +2.7% |
| YTD | +7.4% | +45.6% | -38.3% | -8.9% |
| 1Y | +63.0% | +23.1% | +39.9% | +47.0% |
| 3Y | +206.7% | +22.1% | +184.7% | +174.0% |
| 5Y | +18.4% | +1.1% | +17.2% | +11.7% |
| 10Y | +11.8% | +146.0% | -134.2% | -27.5% |
| All | -28.3% | +52.1% | -80.3% | -52.4% |
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