+4.2%
WBD vs AG
+69.4%
-65.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +3.9% | +12.5% | -8.6% | +1.8% |
| 3M | +5.1% | +28.2% | -23.1% | +0.4% |
| 6M | +0.6% | -18.8% | +19.4% | +2.2% |
| YTD | -3.2% | +27.4% | -30.5% | -10.6% |
| 1Y | +127.7% | +132.2% | -4.5% | +84.4% |
| 3Y | +146.6% | +286.9% | -140.3% | +69.3% |
| 5Y | +4.2% | +72.8% | -68.6% | -14.4% |
| All | +4.2% | +69.4% | -65.2% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling