+3.6%
WBD vs CTVA
+102.9%
-99.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -0.7% | -4.5% | +3.8% | +1.5% |
| 30D | +1.4% | +11.3% | -9.9% | -4.1% |
| 3M | +4.4% | +12.3% | -7.9% | -3.5% |
| 6M | +0.8% | +7.2% | -6.3% | -4.9% |
| YTD | -2.7% | +26.0% | -28.7% | -16.9% |
| 1Y | +73.4% | +16.0% | +57.4% | +54.4% |
| 3Y | +142.1% | +73.9% | +68.2% | +70.6% |
| All | +3.6% | +102.9% | -99.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling