+298.2%
WBD vs COO
+352.2%
-54.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.1% |
| 30D | +8.8% | -7.0% | +15.8% | +11.4% |
| 3M | +4.6% | +12.2% | -7.6% | -0.1% |
| 6M | +1.1% | -15.1% | +16.2% | +6.0% |
| YTD | -2.0% | -15.1% | +13.1% | +2.7% |
| 1Y | +140.0% | +2.3% | +137.7% | +134.4% |
| 3Y | +144.4% | -23.7% | +168.0% | +159.5% |
| 5Y | -0.2% | -38.9% | +38.7% | +13.2% |
| 10Y | +9.1% | +49.9% | -40.8% | -8.1% |
| All | +298.2% | +352.2% | -54.0% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling