-0.9%
C vs WBD
-60.4%
+59.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | -0.2% |
| 7D | -0.4% | -13.9% | +13.5% | +3.5% |
| 30D | +2.6% | -7.6% | +10.2% | +4.0% |
| 3M | -3.9% | -28.3% | +24.4% | +5.1% |
| 6M | -7.0% | -22.3% | +15.3% | -1.8% |
| YTD | -2.7% | +6.9% | -9.5% | -8.9% |
| 1Y | -9.1% | -6.2% | -2.9% | -11.6% |
| 3Y | -1.0% | -55.8% | +54.8% | -1.6% |
| 5Y | -23.2% | -69.3% | +46.1% | -17.7% |
| All | -0.9% | -60.4% | +59.6% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling