+298.2%
WBD vs A
+958.3%
-660.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -1.8% | -1.9% | +0.1% | -1.0% |
| 30D | +8.8% | +6.9% | +1.9% | +5.4% |
| 3M | +4.6% | +9.2% | -4.6% | 0.0% |
| 6M | +1.1% | +25.7% | -24.6% | -10.6% |
| YTD | -2.0% | +11.5% | -13.5% | -8.8% |
| 1Y | +140.0% | +18.4% | +121.7% | +115.8% |
| 3Y | +144.4% | +26.6% | +117.8% | +110.2% |
| 5Y | -0.2% | -12.8% | +12.6% | 0.0% |
| 10Y | +9.1% | +247.2% | -238.1% | -45.7% |
| All | +298.2% | +958.3% | -660.1% | +6.9% |
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