+9.2%
WBD vs COO
+27.8%
-18.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -20.9% | +55.1% | +41.2% |
| 7D | +34.3% | -20.9% | +55.1% | +41.2% |
| 30D | +34.3% | -20.9% | +55.1% | +41.2% |
| 3M | +34.3% | -20.9% | +55.1% | +41.2% |
| 6M | +34.3% | -20.9% | +55.1% | +41.2% |
| YTD | +34.3% | -20.9% | +55.1% | +41.2% |
| 1Y | +63.0% | -19.4% | +82.4% | +69.5% |
| 3Y | +206.7% | -27.1% | +233.8% | +223.4% |
| 5Y | +18.4% | -45.3% | +63.6% | +39.1% |
| All | +9.2% | +27.8% | -18.7% | -3.2% |
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