+127.7%
WBD vs CP
+19.4%
+108.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | +3.9% | -0.5% | +4.4% | +3.9% |
| 3M | +5.1% | +0.1% | +5.0% | +5.3% |
| 6M | +0.6% | +7.8% | -7.2% | +0.2% |
| YTD | -3.2% | +22.9% | -26.0% | -4.3% |
| 1Y | +127.7% | +21.3% | +106.3% | +129.2% |
| All | +127.7% | +19.4% | +108.2% | +129.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling