+4.2%
WBD vs AA
+15.6%
-11.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +3.9% | -1.6% | +5.4% | +4.0% |
| 3M | +5.1% | -29.8% | +34.9% | +15.5% |
| 6M | +0.6% | -16.6% | +17.2% | +3.0% |
| YTD | -3.2% | -4.0% | +0.9% | -6.6% |
| 1Y | +127.7% | +63.5% | +64.1% | +79.5% |
| 3Y | +146.6% | +86.8% | +59.8% | +75.5% |
| 5Y | +4.2% | +12.4% | -8.2% | -18.1% |
| All | +4.2% | +15.6% | -11.4% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling