+140.0%
WBD vs AGG
+1.5%
+138.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.8% | -0.2% | -1.7% | -1.7% |
| 30D | +8.8% | -0.4% | +9.2% | +9.1% |
| 3M | +4.6% | -0.7% | +5.3% | +5.3% |
| 6M | +1.1% | -1.5% | +2.6% | +2.0% |
| YTD | -2.0% | -0.3% | -1.7% | -1.3% |
| 1Y | +140.0% | +1.3% | +138.7% | +138.1% |
| All | +140.0% | +1.5% | +138.5% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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