+9.6%
WBD vs CPB
-42.8%
+52.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -4.6% | +18.8% | +15.0% |
| 7D | +14.2% | -4.6% | +18.8% | +15.0% |
| 30D | +14.2% | -4.6% | +18.8% | +15.0% |
| 3M | +14.2% | -4.6% | +18.8% | +15.0% |
| 6M | +13.3% | -9.7% | +23.0% | +15.2% |
| YTD | +7.4% | -26.3% | +33.7% | +13.4% |
| 1Y | +63.0% | -35.7% | +98.7% | +77.6% |
| 3Y | +206.7% | -43.4% | +250.2% | +244.1% |
| All | +9.6% | -42.8% | +52.4% | +4.4% |
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