-35.3%
WBD vs ALLE
+260.9%
-296.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +8.8% | -6.8% | +15.6% | +12.8% |
| 3M | +4.6% | +21.0% | -16.4% | -6.8% |
| 6M | +1.1% | +1.1% | 0.0% | -1.2% |
| YTD | -2.0% | -0.5% | -1.4% | -4.2% |
| 1Y | +140.0% | -7.3% | +147.3% | +144.2% |
| 3Y | +144.4% | +42.3% | +102.1% | +94.1% |
| 5Y | -0.2% | +13.5% | -13.7% | -12.4% |
| 10Y | +9.1% | +144.0% | -134.9% | -37.2% |
| All | -35.3% | +260.9% | -296.1% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling