+523.7%
T vs WBD
+293.1%
+230.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | +11.4% | +8.8% | +2.6% | +9.5% |
| 3M | +14.3% | +4.6% | +9.7% | +13.1% |
| 6M | -9.3% | +1.1% | -10.3% | -9.6% |
| YTD | +7.1% | -2.0% | +9.1% | +7.3% |
| 1Y | -9.1% | +140.0% | -149.1% | -25.7% |
| 3Y | +105.3% | +144.4% | -39.0% | +56.5% |
| 5Y | +66.8% | -0.2% | +67.0% | +49.3% |
| 10Y | +66.8% | +9.1% | +57.7% | +29.9% |
| All | +523.7% | +293.1% | +230.6% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling