+298.2%
WBD vs AA
-2.6%
+300.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +8.8% | +5.0% | +3.8% | +6.8% |
| 3M | +4.6% | -35.8% | +40.5% | +17.9% |
| 6M | +1.1% | -18.4% | +19.5% | +4.3% |
| YTD | -2.0% | -5.5% | +3.5% | -4.4% |
| 1Y | +140.0% | +61.0% | +79.1% | +95.4% |
| 3Y | +144.4% | +66.2% | +78.2% | +88.5% |
| 5Y | -0.2% | +11.4% | -11.6% | -19.4% |
| 10Y | +9.1% | +116.9% | -107.8% | -42.8% |
| All | +298.2% | -2.6% | +300.8% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling