+12.0%
WBD vs ALL
+361.5%
-349.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -0.6% | -4.3% | +3.7% | +1.4% |
| 30D | +4.2% | -3.6% | +7.8% | +5.8% |
| 3M | +7.5% | +13.2% | -5.7% | +0.5% |
| 6M | +1.6% | +22.5% | -20.9% | -9.2% |
| YTD | -2.2% | +22.7% | -24.9% | -13.1% |
| 1Y | +124.9% | +28.3% | +96.6% | +94.6% |
| 3Y | +149.1% | +152.0% | -2.9% | +47.5% |
| 5Y | +7.8% | +115.4% | -107.6% | -32.3% |
| All | +12.0% | +361.5% | -349.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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