+10.8%
WBD vs ALLE
+148.2%
-137.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.7% | +2.8% | -3.5% | -2.2% |
| 30D | +5.0% | -7.6% | +12.6% | +9.5% |
| 3M | +6.2% | +22.8% | -16.5% | -6.4% |
| 6M | +0.6% | +4.6% | -4.0% | -3.6% |
| YTD | -2.4% | -1.2% | -1.2% | -4.4% |
| 1Y | +127.7% | -9.1% | +136.8% | +134.6% |
| 3Y | +148.4% | +50.0% | +98.4% | +89.7% |
| 5Y | +4.2% | +15.2% | -11.0% | -9.9% |
| 10Y | +10.8% | +151.1% | -140.3% | -35.9% |
| All | +10.8% | +148.2% | -137.4% | -35.9% |
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