+37.8%
WBD vs ACI
+18.9%
+18.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.4% |
| 7D | -1.7% | -5.0% | +3.4% | -1.0% |
| 30D | +3.9% | -2.3% | +6.2% | +4.2% |
| 3M | +5.1% | -23.2% | +28.3% | +8.4% |
| 6M | +0.6% | -29.5% | +30.1% | +4.9% |
| YTD | -3.2% | -28.6% | +25.4% | +0.6% |
| 1Y | +127.7% | -34.0% | +161.7% | +139.0% |
| 3Y | +146.6% | -45.0% | +191.5% | +164.8% |
| 5Y | +4.2% | -44.0% | +48.2% | +9.9% |
| All | +37.8% | +18.9% | +18.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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