+282.1%
WBD vs CP
+1,497.5%
-1,215.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -1.6% | +5.4% | -7.0% | -4.2% |
| 3M | -0.9% | +7.3% | -8.2% | -4.5% |
| 6M | +19.6% | +21.6% | -2.0% | +8.1% |
| YTD | -5.9% | +17.1% | -23.0% | -13.3% |
| 1Y | +200.9% | +17.4% | +183.5% | +175.6% |
| 3Y | +101.4% | +8.4% | +93.0% | +91.6% |
| 5Y | -27.8% | +12.4% | -40.3% | -33.5% |
| 10Y | -4.1% | +239.1% | -243.2% | -48.3% |
| All | +282.1% | +1,497.5% | -1,215.4% | +3.8% |
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