+336.3%
WBD vs CNP
+540.3%
-204.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -9.4% | +23.2% | +18.0% |
| 7D | +13.8% | -9.4% | +23.2% | +18.0% |
| 30D | +13.8% | -9.4% | +23.2% | +18.0% |
| 3M | +13.8% | -9.4% | +23.2% | +18.0% |
| 6M | +13.3% | -12.6% | +25.9% | +19.3% |
| YTD | +7.4% | +0.1% | +7.2% | +5.9% |
| 1Y | +63.0% | -0.6% | +63.6% | +60.9% |
| 3Y | +206.7% | +53.1% | +153.7% | +144.6% |
| 5Y | +18.4% | +68.2% | -49.8% | -10.3% |
| 10Y | +11.8% | +130.4% | -118.6% | -33.8% |
| All | +336.3% | +540.3% | -204.1% | +46.7% |
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 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