+336.3%
WBD vs COO
+268.9%
+67.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -5.4% | +19.5% | +16.0% |
| 7D | +14.2% | -5.4% | +19.5% | +16.0% |
| 30D | +14.2% | -5.4% | +19.5% | +16.0% |
| 3M | +14.2% | -5.4% | +19.5% | +16.0% |
| 6M | +13.3% | -19.1% | +32.4% | +21.4% |
| YTD | +7.4% | -30.7% | +38.1% | +21.2% |
| 1Y | +63.0% | -19.4% | +82.4% | +73.8% |
| 3Y | +206.7% | -27.1% | +233.8% | +233.0% |
| 5Y | +18.4% | -45.3% | +63.6% | +40.6% |
| 10Y | +11.8% | +28.4% | -16.6% | +0.1% |
| All | +336.3% | +268.9% | +67.4% | +100.7% |
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