+10.8%
WBD vs ALM
+3,082.3%
-3,071.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -1.7% | +3.6% | -5.3% | -1.8% |
| 30D | +3.9% | +33.8% | -29.9% | +2.8% |
| 3M | +5.1% | +14.8% | -9.7% | +4.3% |
| 6M | +0.6% | -7.0% | +7.5% | +0.1% |
| YTD | -3.2% | +108.1% | -111.2% | -6.4% |
| 1Y | +127.7% | +313.8% | -186.1% | +113.6% |
| 3Y | +146.6% | +2,227.6% | -2,081.1% | +114.0% |
| 5Y | +4.2% | +956.6% | -952.5% | -8.4% |
| All | +10.8% | +3,082.3% | -3,071.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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