+12.0%
WBD vs CPB
-45.5%
+57.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.9% |
| 7D | -0.6% | -5.4% | +4.8% | +0.4% |
| 30D | +4.2% | -7.8% | +12.0% | +5.6% |
| 3M | +7.5% | -6.9% | +14.4% | +8.6% |
| 6M | +1.6% | -12.2% | +13.8% | +3.6% |
| YTD | -2.2% | -21.1% | +18.9% | +1.7% |
| 1Y | +124.9% | -33.5% | +158.4% | +142.1% |
| 3Y | +149.1% | -43.2% | +192.3% | +175.9% |
| 5Y | +7.8% | -40.9% | +48.7% | +16.7% |
| All | +12.0% | -45.5% | +57.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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