+12.0%
WBD vs ALB
+84.6%
-72.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.9% |
| 7D | -0.6% | -7.6% | +7.0% | +1.7% |
| 30D | +4.2% | -5.6% | +9.8% | +5.6% |
| 3M | +7.5% | -16.8% | +24.4% | +12.5% |
| 6M | +1.6% | -26.3% | +27.9% | +8.3% |
| YTD | -2.2% | -13.2% | +11.1% | -2.5% |
| 1Y | +124.9% | +68.8% | +56.1% | +77.1% |
| 3Y | +149.1% | -30.7% | +179.8% | +141.0% |
| 5Y | +7.8% | -46.3% | +54.1% | +7.4% |
| All | +12.0% | +84.6% | -72.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling