+9.2%
WBD vs CNP
+125.9%
-116.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -9.4% | +23.2% | +17.2% |
| 7D | +13.8% | -9.4% | +23.2% | +17.2% |
| 30D | +13.8% | -9.4% | +23.2% | +17.2% |
| 3M | +13.8% | -9.4% | +23.2% | +17.2% |
| 6M | +13.3% | -12.6% | +25.9% | +18.2% |
| YTD | +7.4% | +0.1% | +7.2% | +6.0% |
| 1Y | +63.0% | -0.6% | +63.6% | +61.0% |
| 3Y | +206.7% | +53.1% | +153.7% | +152.7% |
| 5Y | +18.4% | +68.2% | -49.8% | -6.0% |
| All | +9.2% | +125.9% | -116.7% | -22.9% |
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