+12.0%
WBD vs A
+247.2%
-235.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.5% |
| 7D | -0.6% | -4.6% | +4.0% | +1.3% |
| 30D | +4.2% | -4.3% | +8.4% | +5.8% |
| 3M | +7.5% | +8.9% | -1.4% | +3.4% |
| 6M | +1.6% | +24.5% | -22.9% | -8.7% |
| YTD | -2.2% | +5.8% | -8.0% | -6.1% |
| 1Y | +124.9% | +16.2% | +108.6% | +105.6% |
| 3Y | +149.1% | +28.5% | +120.7% | +114.8% |
| 5Y | +7.8% | -16.3% | +24.2% | +6.3% |
| All | +12.0% | +247.2% | -235.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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