+627.7%
GEV vs WBD
+231.1%
+396.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | +3.2% | -1.7% | +4.8% | +3.5% |
| 30D | -4.0% | +3.9% | -7.9% | -4.7% |
| 3M | +3.4% | +5.1% | -1.7% | +2.4% |
| 6M | +14.7% | +0.6% | +14.1% | +14.5% |
| YTD | +45.8% | -3.2% | +48.9% | +46.4% |
| 1Y | +57.4% | +127.7% | -70.3% | +34.1% |
| All | +627.7% | +231.1% | +396.6% | +487.0% |
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