+148.4%
WBD vs ALL
+150.3%
-1.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +5.0% | -4.7% | +9.7% | +6.3% |
| 3M | +6.2% | +18.4% | -12.1% | +0.4% |
| 6M | +0.6% | +20.5% | -19.9% | -5.8% |
| YTD | -2.4% | +23.5% | -26.0% | -9.7% |
| 1Y | +127.7% | +29.0% | +98.7% | +106.5% |
| 3Y | +148.4% | +153.7% | -5.3% | +75.5% |
| All | +148.4% | +150.3% | -1.9% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling