+159.7%
GILD vs WBD
+15.0%
+144.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.8% | -0.7% | -4.1% | -4.8% |
| 30D | +5.8% | +1.4% | +4.4% | +5.6% |
| 3M | +14.9% | +4.4% | +10.5% | +14.4% |
| 6M | -0.4% | +0.8% | -1.2% | -0.5% |
| YTD | +18.5% | -2.7% | +21.2% | +18.8% |
| 1Y | +25.1% | +73.4% | -48.3% | +18.0% |
| 3Y | +105.9% | +142.1% | -36.2% | +81.8% |
| 5Y | +143.0% | +7.2% | +135.8% | +126.0% |
| All | +159.7% | +15.0% | +144.8% | +126.2% |
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