+156.1%
WBD vs ALLE
+50.9%
+105.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +8.8% | -6.8% | +15.6% | +12.6% |
| 3M | +4.6% | +21.0% | -16.4% | -7.0% |
| 6M | +1.1% | +1.1% | 0.0% | -0.1% |
| YTD | -2.0% | -0.5% | -1.4% | -4.0% |
| 1Y | +140.0% | -7.3% | +147.3% | +148.0% |
| All | +156.1% | +50.9% | +105.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling