+122.6%
WBD vs ALB
+74.1%
+48.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -1.7% | -8.6% | +6.9% | -1.0% |
| 30D | +3.9% | -4.0% | +7.9% | +4.1% |
| 3M | +5.1% | -17.4% | +22.5% | +6.5% |
| 6M | +0.6% | -25.4% | +26.0% | +2.3% |
| YTD | -3.2% | -10.5% | +7.4% | -2.9% |
| All | +122.6% | +74.1% | +48.4% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling