+336.3%
WBD vs CPB
+25.2%
+311.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -4.6% | +18.8% | +15.6% |
| 7D | +14.2% | -4.6% | +18.8% | +15.6% |
| 30D | +14.2% | -4.6% | +18.8% | +15.6% |
| 3M | +14.2% | -4.6% | +18.8% | +15.6% |
| 6M | +13.3% | -9.7% | +23.0% | +16.7% |
| YTD | +7.4% | -26.3% | +33.7% | +17.4% |
| 1Y | +63.0% | -35.7% | +98.7% | +86.1% |
| 3Y | +206.7% | -43.4% | +250.2% | +260.3% |
| 5Y | +18.4% | -44.1% | +62.4% | +36.3% |
| 10Y | +11.8% | -48.3% | +60.1% | +24.8% |
| All | +336.3% | +25.2% | +311.1% | +191.7% |
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