+44.6%
GOOG vs WBD
+135.8%
-91.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -2.1% |
| 30D | -6.8% | +8.8% | -15.6% | -7.1% |
| 3M | -9.1% | +4.6% | -13.7% | -9.2% |
| 6M | +10.7% | +1.1% | +9.6% | +10.6% |
| YTD | +7.1% | -2.0% | +9.0% | +7.0% |
| 1Y | +44.6% | +140.0% | -95.4% | +42.2% |
| All | +44.6% | +135.8% | -91.2% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling