+1,278.4%
NET vs WBD
-21.0%
+1,299.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +10.2% | +5.9% | +4.3% | +8.7% |
| 30D | +14.5% | +17.4% | -2.9% | +9.9% |
| 3M | +24.0% | +73.2% | -49.2% | +5.7% |
| 6M | +99.7% | +161.0% | -61.3% | +52.2% |
| YTD | +130.4% | +110.9% | +19.5% | +84.4% |
| 1Y | +183.4% | +170.8% | +12.6% | +112.7% |
| 3Y | +392.6% | +86.2% | +306.4% | +291.0% |
| 5Y | +367.7% | +5.5% | +362.2% | +304.1% |
| All | +1,278.4% | -21.0% | +1,299.3% | +1,111.9% |
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