+298.2%
WBD vs CP
+1,604.5%
-1,306.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -2.7% | +0.9% | -0.6% |
| 30D | +8.8% | +0.2% | +8.6% | +8.6% |
| 3M | +4.6% | +2.6% | +2.1% | +3.1% |
| 6M | +1.1% | +6.0% | -4.9% | -2.4% |
| YTD | -2.0% | +24.9% | -26.9% | -12.7% |
| 1Y | +140.0% | +20.1% | +119.9% | +117.3% |
| 3Y | +144.4% | +16.4% | +128.0% | +124.4% |
| 5Y | -0.2% | +31.7% | -32.0% | -14.3% |
| 10Y | +9.1% | +223.9% | -214.7% | -40.1% |
| All | +298.2% | +1,604.5% | -1,306.3% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling