+1,227.8%
BE vs WBD
+3.7%
+1,224.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.6% |
| 7D | +23.9% | -1.7% | +25.6% | +24.7% |
| 30D | +27.8% | +3.9% | +24.0% | +26.0% |
| 3M | +3.7% | +5.1% | -1.4% | +1.7% |
| 6M | +78.0% | +0.6% | +77.4% | +77.7% |
| YTD | +209.9% | -3.2% | +213.1% | +213.9% |
| 1Y | +389.6% | +127.7% | +261.9% | +248.7% |
| 3Y | +1,730.6% | +146.6% | +1,584.0% | +1,092.3% |
| 5Y | +1,227.8% | +4.2% | +1,223.6% | +1,117.1% |
| All | +1,227.8% | +3.7% | +1,224.1% | +1,117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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