+42.8%
WBD vs A
+645.2%
-602.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.8% |
| 7D | -13.9% | -0.5% | -13.4% | -13.6% |
| 30D | -7.6% | -4.3% | -3.2% | -5.5% |
| 3M | -28.3% | -14.9% | -13.4% | -22.8% |
| 6M | -22.3% | -15.0% | -7.4% | -16.6% |
| YTD | +6.9% | -27.1% | +34.0% | +23.2% |
| 1Y | -6.2% | -25.3% | +19.1% | +7.0% |
| 3Y | -55.8% | +0.3% | -56.1% | -57.1% |
| 5Y | -69.3% | +67.2% | -136.5% | -77.0% |
| 10Y | -76.8% | +225.3% | -302.1% | -87.8% |
| All | +42.8% | +645.2% | -602.4% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling