+632.4%
GEV vs WBD
+232.6%
+399.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | -0.7% | +2.4% | +1.7% |
| 30D | -7.9% | +1.4% | -9.4% | -8.2% |
| 3M | +5.6% | +4.4% | +1.2% | +4.6% |
| 6M | +13.1% | +0.8% | +12.2% | +12.8% |
| YTD | +46.7% | -2.7% | +49.4% | +47.2% |
| 1Y | +51.3% | +73.4% | -22.1% | +36.9% |
| All | +632.4% | +232.6% | +399.8% | +490.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling