+652.8%
GS vs WBD
+12.5%
+640.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | -1.6% | +8.8% | -10.4% | -3.6% |
| 3M | -4.5% | +4.6% | -9.1% | -5.6% |
| 6M | +20.9% | +1.1% | +19.8% | +20.5% |
| YTD | +19.9% | -2.0% | +21.9% | +20.4% |
| 1Y | +41.4% | +140.0% | -98.6% | +10.9% |
| 3Y | +239.2% | +144.4% | +94.8% | +150.0% |
| 5Y | +185.0% | -0.2% | +185.3% | +153.6% |
| All | +652.8% | +12.5% | +640.3% | +445.1% |
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