+375.2%
V vs WBD
+14.4%
+360.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +1.9% | +3.9% | -2.0% | +1.3% |
| 3M | +13.2% | +5.1% | +8.2% | +12.3% |
| 6M | +16.7% | +0.6% | +16.2% | +16.5% |
| YTD | +5.4% | -3.2% | +8.5% | +5.8% |
| 1Y | +7.7% | +127.7% | -120.0% | -6.6% |
| 3Y | +52.0% | +146.6% | -94.6% | +25.0% |
| 5Y | +67.7% | +4.2% | +63.6% | +53.7% |
| All | +375.2% | +14.4% | +360.7% | +286.7% |
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 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