+11.4%
WBD vs CNP
+137.0%
-125.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | +1.4% | -2.9% | +4.3% | +2.5% |
| 3M | +4.4% | -7.5% | +11.9% | +7.3% |
| 6M | +0.8% | -7.9% | +8.7% | +3.5% |
| YTD | -2.7% | +3.7% | -6.5% | -4.9% |
| 1Y | +73.4% | +4.6% | +68.8% | +68.6% |
| 3Y | +142.1% | +49.1% | +93.0% | +102.5% |
| 5Y | +7.2% | +69.2% | -62.0% | -14.8% |
| All | +11.4% | +137.0% | -125.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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