+208.8%
PM vs WBD
+15.6%
+193.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +2.1% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +1.9% | +4.2% | -2.3% | +1.5% |
| 3M | +4.6% | +7.5% | -2.9% | +3.7% |
| 6M | +11.7% | +1.6% | +10.1% | +11.4% |
| YTD | +20.4% | -2.2% | +22.5% | +20.5% |
| 1Y | +19.0% | +124.9% | -105.9% | +7.7% |
| 3Y | +130.4% | +149.1% | -18.7% | +99.1% |
| 5Y | +131.5% | +7.8% | +123.6% | +117.7% |
| All | +208.8% | +15.6% | +193.2% | +155.1% |
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