-2.5%
T vs WBD
+39.9%
-42.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.8% | -16.4% | -0.9% |
| 7D | -2.6% | +13.8% | -16.4% | -0.9% |
| 30D | -2.6% | +13.8% | -16.4% | -0.9% |
| 3M | -2.6% | +13.8% | -16.4% | -0.9% |
| 6M | -12.4% | +13.3% | -25.7% | -10.8% |
| YTD | +1.1% | +7.4% | -6.3% | +2.6% |
| All | -2.5% | +39.9% | -42.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling