+13.7%
WBD vs CP
+224.3%
-210.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | +3.9% | -0.5% | +4.4% | +4.0% |
| 3M | +5.1% | +0.1% | +5.0% | +4.7% |
| 6M | +0.6% | +7.8% | -7.2% | -3.9% |
| YTD | -3.2% | +22.9% | -26.0% | -13.9% |
| 1Y | +127.7% | +21.3% | +106.3% | +103.3% |
| 3Y | +146.6% | +20.4% | +126.2% | +120.3% |
| 5Y | +4.2% | +34.9% | -30.8% | -12.6% |
| 10Y | +13.7% | +233.3% | -219.7% | -35.3% |
| All | +13.7% | +224.3% | -210.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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