-3.9%
WBD vs ALLE
+113.2%
-117.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.7% | -8.6% | +7.9% | +4.0% |
| 3M | -2.7% | -25.9% | +23.3% | +14.5% |
| 6M | +18.2% | -20.7% | +38.9% | +32.8% |
| YTD | -5.5% | -16.6% | +11.1% | +3.2% |
| 1Y | +200.3% | -6.0% | +206.3% | +204.0% |
| 3Y | +120.0% | +26.3% | +93.8% | +86.0% |
| 5Y | -25.9% | +1.2% | -27.1% | -30.5% |
| All | -3.9% | +113.2% | -117.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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