+4.2%
WBD vs CPB
-38.1%
+42.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.7% | -8.0% | +6.3% | -0.3% |
| 30D | +3.9% | -2.4% | +6.3% | +4.2% |
| 3M | +5.1% | +0.5% | +4.5% | +4.5% |
| 6M | +0.6% | -10.5% | +11.0% | +2.4% |
| YTD | -3.2% | -17.5% | +14.4% | 0.0% |
| 1Y | +127.7% | -31.0% | +158.7% | +145.5% |
| 3Y | +146.6% | -40.6% | +187.2% | +174.5% |
| 5Y | +4.2% | -37.7% | +41.9% | +0.9% |
| All | +4.2% | -38.1% | +42.3% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling