+124.9%
WBD vs AG
+119.5%
+5.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.3% |
| 7D | -0.6% | -5.8% | +5.2% | -0.2% |
| 30D | +4.2% | +6.4% | -2.2% | +3.7% |
| 3M | +7.5% | +28.4% | -20.9% | +5.3% |
| 6M | +1.6% | -24.5% | +26.0% | +3.0% |
| YTD | -2.2% | +21.2% | -23.3% | -6.0% |
| 1Y | +124.9% | +114.1% | +10.8% | +70.6% |
| All | +124.9% | +119.5% | +5.4% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling