+298.2%
WBD vs CNP
+572.9%
-274.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | +8.8% | -1.8% | +10.6% | +9.6% |
| 3M | +4.6% | -4.6% | +9.3% | +6.6% |
| 6M | +1.1% | -8.8% | +9.9% | +4.8% |
| YTD | -2.0% | +5.2% | -7.2% | -5.1% |
| 1Y | +140.0% | +8.3% | +131.7% | +128.8% |
| 3Y | +144.4% | +54.9% | +89.5% | +94.5% |
| 5Y | -0.2% | +73.5% | -73.7% | -25.3% |
| 10Y | +9.1% | +139.1% | -130.0% | -36.3% |
| All | +298.2% | +572.9% | -274.7% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling