-29.1%
WBD vs ALLE
+254.2%
-283.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +17.1% | -3.4% | +4.1% |
| 7D | +13.7% | +17.1% | -3.4% | +4.1% |
| 30D | +13.7% | +17.1% | -3.4% | +4.1% |
| 3M | +13.7% | +17.1% | -3.4% | +4.1% |
| 6M | +13.3% | +9.8% | +3.5% | +6.9% |
| YTD | +7.4% | -2.4% | +9.8% | +7.1% |
| 1Y | +63.0% | -12.3% | +75.3% | +72.4% |
| 3Y | +206.7% | +55.3% | +151.5% | +134.9% |
| 5Y | +18.4% | +26.9% | -8.5% | -0.7% |
| 10Y | +11.8% | +156.2% | -144.5% | -36.4% |
| All | -29.1% | +254.2% | -283.3% | -64.4% |
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