+298.2%
WBD vs ALL
+620.6%
-322.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +8.8% | -1.5% | +10.3% | +9.3% |
| 3M | +4.6% | +23.6% | -19.0% | -5.4% |
| 6M | +1.1% | +22.3% | -21.3% | -8.5% |
| YTD | -2.0% | +26.5% | -28.5% | -12.9% |
| 1Y | +140.0% | +27.0% | +113.0% | +112.2% |
| 3Y | +144.4% | +149.6% | -5.2% | +57.8% |
| 5Y | -0.2% | +118.1% | -118.3% | -32.8% |
| 10Y | +9.1% | +369.0% | -359.9% | -47.8% |
| All | +298.2% | +620.6% | -322.4% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling