+12.0%
WBD vs AG
+73.4%
-61.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.6% |
| 7D | -0.6% | -5.8% | +5.2% | 0.0% |
| 30D | +4.2% | +6.4% | -2.2% | +3.2% |
| 3M | +7.5% | +28.4% | -20.9% | +3.8% |
| 6M | +1.6% | -24.5% | +26.0% | +3.5% |
| YTD | -2.2% | +21.2% | -23.3% | -6.9% |
| 1Y | +124.9% | +114.1% | +10.8% | +97.1% |
| 3Y | +149.1% | +268.0% | -118.9% | +97.0% |
| 5Y | +7.8% | +67.3% | -59.5% | -9.6% |
| All | +12.0% | +73.4% | -61.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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