+293.4%
WBD vs AGI
+1,095.6%
-802.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -1.7% | +2.2% | -3.9% | -1.9% |
| 30D | +3.9% | +11.3% | -7.4% | +2.8% |
| 3M | +5.1% | +5.6% | -0.6% | +4.2% |
| 6M | +0.6% | -27.7% | +28.2% | +2.7% |
| YTD | -3.2% | -4.1% | +0.9% | -3.9% |
| 1Y | +127.7% | +13.8% | +113.9% | +121.9% |
| 3Y | +146.6% | +217.0% | -70.5% | +118.0% |
| 5Y | +4.2% | +404.3% | -400.2% | -11.9% |
| 10Y | +13.7% | +400.5% | -386.8% | -8.4% |
| All | +293.4% | +1,095.6% | -802.2% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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