+2.8%
WBD vs CTVA
+211.9%
-209.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -1.7% | -5.8% | +4.1% | +1.0% |
| 30D | +3.9% | +11.1% | -7.2% | -1.1% |
| 3M | +5.1% | +13.2% | -8.1% | -2.1% |
| 6M | +0.6% | +8.7% | -8.1% | -4.9% |
| YTD | -3.2% | +27.3% | -30.4% | -15.5% |
| 1Y | +127.7% | +18.0% | +109.7% | +105.1% |
| 3Y | +146.6% | +76.5% | +70.1% | +83.2% |
| 5Y | +4.2% | +105.1% | -100.9% | -28.0% |
| All | +2.8% | +211.9% | -209.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling