-23.9%
HD vs WBD
+130.2%
-154.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | -13.1% | +4.2% | -17.3% | -13.4% |
| 3M | -3.4% | +7.5% | -11.0% | -3.9% |
| 6M | -12.6% | +1.6% | -14.1% | -12.7% |
| YTD | -9.2% | -2.2% | -7.1% | -9.1% |
| 1Y | -23.9% | +124.9% | -148.8% | -28.8% |
| All | -23.9% | +130.2% | -154.1% | -28.8% |
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