+148.4%
WBD vs AG
+272.3%
-123.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.7% | +4.5% | -5.2% | -1.2% |
| 30D | +5.0% | +12.9% | -7.9% | +3.3% |
| 3M | +6.2% | +20.9% | -14.7% | +3.2% |
| 6M | +0.6% | -19.5% | +20.1% | +2.2% |
| YTD | -2.4% | +24.8% | -27.2% | -8.7% |
| 1Y | +127.7% | +120.2% | +7.5% | +89.4% |
| 3Y | +148.4% | +279.0% | -130.6% | +73.6% |
| All | +148.4% | +272.3% | -123.9% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling