+4.2%
WBD vs ALL
+117.0%
-112.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +5.0% | -4.7% | +9.7% | +6.8% |
| 3M | +6.2% | +18.4% | -12.1% | -1.5% |
| 6M | +0.6% | +20.5% | -19.9% | -7.8% |
| YTD | -2.4% | +23.5% | -26.0% | -12.0% |
| 1Y | +127.7% | +29.0% | +98.7% | +100.8% |
| 3Y | +148.4% | +153.7% | -5.3% | +54.8% |
| 5Y | +4.2% | +114.8% | -110.6% | -29.7% |
| All | +4.2% | +117.0% | -112.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling