+71.0%
UBER vs WBD
-1.7%
+72.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -7.0% | -1.7% | -5.3% | -6.6% |
| 30D | -8.9% | +3.9% | -12.8% | -9.8% |
| 3M | +1.0% | +5.1% | -4.1% | -0.4% |
| 6M | -3.7% | +0.6% | -4.3% | -4.0% |
| YTD | -13.0% | -3.2% | -9.9% | -12.4% |
| 1Y | -25.5% | +127.7% | -153.2% | -42.0% |
| 3Y | +50.5% | +146.6% | -96.1% | +6.2% |
| 5Y | +76.2% | +4.2% | +72.0% | +55.1% |
| All | +71.0% | -1.7% | +72.7% | +13.7% |
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 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