+88.2%
PM vs WBD
+129.6%
-41.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.1% |
| 7D | +7.2% | +3.1% | +4.1% | +7.2% |
| 30D | -3.4% | +34.4% | -37.8% | -4.2% |
| 3M | -8.0% | +110.6% | -118.7% | -11.0% |
| 6M | -7.1% | +153.4% | -160.4% | -11.4% |
| YTD | +32.2% | +117.4% | -85.2% | +26.1% |
| 1Y | +27.4% | +150.3% | -122.9% | +20.3% |
| All | +88.2% | +129.6% | -41.4% | +79.7% |
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