+140.0%
WBD vs CTVA
+22.4%
+117.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -1.8% | +4.9% | -6.8% | -2.0% |
| 30D | +8.8% | +11.9% | -3.1% | +8.2% |
| 3M | +4.6% | +13.7% | -9.0% | +2.5% |
| 6M | +1.1% | +13.1% | -12.1% | -1.0% |
| YTD | -2.0% | +32.0% | -33.9% | -8.1% |
| 1Y | +140.0% | +22.1% | +117.9% | +139.1% |
| All | +140.0% | +22.4% | +117.6% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling