+295.2%
WBD vs AGG
+83.5%
+211.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -1.1% | +0.3% | -0.4% |
| 30D | +1.4% | -1.1% | +2.6% | +1.7% |
| 3M | +4.4% | -1.9% | +6.3% | +5.0% |
| 6M | +0.8% | -1.7% | +2.5% | +1.3% |
| YTD | -2.7% | -1.3% | -1.4% | -2.3% |
| 1Y | +73.4% | -0.7% | +74.2% | +73.8% |
| 3Y | +142.1% | +12.5% | +129.7% | +135.9% |
| 5Y | +7.2% | -2.5% | +9.7% | +2.2% |
| 10Y | +14.2% | +14.2% | 0.0% | +10.9% |
| All | +295.2% | +83.5% | +211.7% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling