+75.6%
T vs WBD
+16.8%
+58.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.8% | -16.4% | -4.8% |
| 7D | -2.6% | +13.8% | -16.4% | -4.8% |
| 30D | -2.6% | +13.8% | -16.4% | -4.8% |
| 3M | -2.6% | +13.8% | -16.4% | -4.8% |
| 6M | -12.4% | +13.3% | -25.7% | -14.2% |
| YTD | +1.1% | +7.4% | -6.3% | -0.3% |
| 1Y | -6.2% | +63.0% | -69.2% | -13.8% |
| 3Y | +91.5% | +206.7% | -115.3% | +48.1% |
| 5Y | +58.7% | +18.4% | +40.3% | +43.8% |
| All | +75.6% | +16.8% | +58.8% | +38.8% |
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 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