+66.9%
T vs WBD
+15.6%
+51.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +4.3% | +4.2% | +0.1% | +3.6% |
| 3M | +11.6% | +7.5% | +4.0% | +10.2% |
| 6M | -5.6% | +1.6% | -7.2% | -5.9% |
| YTD | +6.6% | -2.2% | +8.7% | +6.7% |
| 1Y | -8.4% | +124.9% | -133.3% | -20.8% |
| 3Y | +107.8% | +149.1% | -41.3% | +67.7% |
| 5Y | +68.3% | +7.8% | +60.4% | +54.8% |
| All | +66.9% | +15.6% | +51.3% | +31.6% |
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 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