+4.2%
WBD vs A
-16.2%
+20.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -1.7% | -4.4% | +2.7% | +0.4% |
| 30D | +3.9% | -2.7% | +6.5% | +5.0% |
| 3M | +5.1% | +7.0% | -2.0% | +1.1% |
| 6M | +0.6% | +24.6% | -24.0% | -11.6% |
| YTD | -3.2% | +7.0% | -10.2% | -8.1% |
| 1Y | +127.7% | +15.6% | +112.1% | +104.6% |
| 3Y | +146.6% | +29.9% | +116.6% | +98.9% |
| 5Y | +4.2% | -15.4% | +19.6% | -15.0% |
| All | +4.2% | -16.2% | +20.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling