+148.4%
WBD vs ALB
-27.5%
+175.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -0.7% | -4.4% | +3.7% | +0.4% |
| 30D | +5.0% | -1.2% | +6.2% | +5.0% |
| 3M | +6.2% | -13.3% | +19.5% | +9.5% |
| 6M | +0.6% | -19.8% | +20.4% | +4.0% |
| YTD | -2.4% | -7.9% | +5.5% | -4.9% |
| 1Y | +127.7% | +60.2% | +67.5% | +80.5% |
| 3Y | +148.4% | -26.4% | +174.8% | +115.7% |
| All | +148.4% | -27.5% | +175.9% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling