+142.8%
WBD vs AA
+85.7%
+57.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | +5.0% | +3.3% | +1.7% | +3.6% |
| 3M | +6.2% | -29.4% | +35.6% | +16.4% |
| 6M | +0.6% | -12.8% | +13.4% | +1.3% |
| YTD | -2.4% | -2.1% | -0.3% | -7.0% |
| 1Y | +127.7% | +62.8% | +64.9% | +74.7% |
| All | +142.8% | +85.7% | +57.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling