+189.3%
WBD vs ADVB
-92.1%
+281.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | -21.9% | +58.4% | +36.2% |
| 7D | +36.5% | -21.9% | +58.4% | +36.2% |
| 30D | +36.5% | -21.9% | +58.4% | +36.2% |
| 3M | +36.5% | -21.9% | +58.4% | +36.2% |
| 6M | +36.5% | -21.9% | +58.4% | +36.2% |
| YTD | +36.5% | -21.9% | +58.4% | +36.2% |
| 1Y | +63.0% | -32.0% | +95.0% | +62.6% |
| All | +189.3% | -92.1% | +281.3% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling