+298.2%
WBD vs CPB
+36.9%
+261.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | -1.8% | -8.6% | +6.8% | +0.9% |
| 30D | +8.8% | -7.2% | +16.0% | +11.1% |
| 3M | +4.6% | +0.9% | +3.7% | +3.5% |
| 6M | +1.1% | -11.8% | +12.9% | +4.0% |
| YTD | -2.0% | -19.4% | +17.4% | +3.4% |
| 1Y | +140.0% | -30.4% | +170.4% | +165.0% |
| 3Y | +144.4% | -40.2% | +184.5% | +180.4% |
| 5Y | -0.2% | -39.5% | +39.3% | +11.4% |
| 10Y | +9.1% | -47.4% | +56.5% | +22.1% |
| All | +298.2% | +36.9% | +261.3% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling