+392.3%
GS vs WBD
-9.3%
+401.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | +1.3% | +26.7% | -25.5% | -4.8% |
| 3M | +9.8% | +91.1% | -81.3% | -8.9% |
| 6M | +44.0% | +164.8% | -120.9% | +9.0% |
| YTD | +39.4% | +114.5% | -75.0% | +10.7% |
| 1Y | +37.8% | +141.9% | -104.1% | +5.5% |
| 3Y | +134.2% | +120.7% | +13.5% | +71.2% |
| 5Y | +340.2% | +8.3% | +331.9% | +226.5% |
| All | +392.3% | -9.3% | +401.6% | +284.2% |
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