+192.2%
GS vs WBD
+209.2%
-17.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +13.8% | -18.4% | -7.2% |
| 7D | -4.7% | +13.8% | -18.4% | -7.2% |
| 30D | -4.7% | +13.8% | -18.4% | -7.2% |
| 3M | -4.7% | +13.8% | -18.4% | -7.2% |
| 6M | +4.5% | +13.3% | -8.8% | +1.8% |
| YTD | +3.1% | +7.4% | -4.3% | +1.5% |
| 1Y | +15.3% | +63.0% | -47.7% | +4.2% |
| All | +192.2% | +209.2% | -17.0% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling