-52.4%
C vs WBD
+293.1%
-345.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -1.8% | +5.4% | +4.4% |
| 30D | +0.1% | +8.8% | -8.7% | -3.5% |
| 3M | +2.4% | +4.6% | -2.2% | +0.2% |
| 6M | +24.9% | +1.1% | +23.9% | +24.1% |
| YTD | +19.8% | -2.0% | +21.8% | +20.5% |
| 1Y | +44.9% | +140.0% | -95.2% | -5.0% |
| 3Y | +263.0% | +144.4% | +118.6% | +109.1% |
| 5Y | +129.5% | -0.2% | +129.7% | +78.0% |
| 10Y | +291.6% | +9.1% | +282.5% | +124.7% |
| All | -52.4% | +293.1% | -345.5% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling