+18.9%
WBD vs CP
+224.9%
-206.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +21.8% | +14.7% | +23.2% |
| 7D | +36.5% | +21.8% | +14.7% | +23.2% |
| 30D | +36.5% | +21.8% | +14.7% | +23.2% |
| 3M | +36.5% | +21.8% | +14.7% | +23.2% |
| 6M | +36.5% | +21.8% | +14.7% | +23.2% |
| YTD | +36.5% | +21.8% | +14.7% | +23.2% |
| 1Y | +63.0% | +11.3% | +51.7% | +54.0% |
| 3Y | +206.7% | +20.5% | +186.3% | +178.2% |
| 5Y | +18.4% | +32.9% | -14.5% | +1.4% |
| All | +18.9% | +224.9% | -206.0% | -31.0% |
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