+11.4%
WBD vs COO
+17.0%
-5.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.7% | -22.5% | +21.8% | +9.2% |
| 30D | +1.4% | -29.7% | +31.2% | +16.1% |
| 3M | +4.4% | -20.1% | +24.5% | +12.8% |
| 6M | +0.8% | -26.9% | +27.7% | +12.5% |
| YTD | -2.7% | -34.2% | +31.5% | +13.4% |
| 1Y | +73.4% | -21.3% | +94.7% | +85.2% |
| 3Y | +142.1% | -38.7% | +180.8% | +181.2% |
| 5Y | +7.2% | -52.2% | +59.4% | +34.9% |
| All | +11.4% | +17.0% | -5.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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