-41.5%
WBD vs ALM
+3,080.9%
-3,122.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.0% | +15.5% | -13.5% | +2.0% |
| 30D | +34.8% | -7.6% | +42.4% | +34.8% |
| 3M | +113.8% | +62.7% | +51.1% | +113.5% |
| 6M | +154.1% | +80.8% | +73.3% | +153.6% |
| YTD | +118.1% | +409.2% | -291.1% | +117.1% |
| 1Y | +147.1% | +451.5% | -304.5% | +145.9% |
| 3Y | +94.7% | +519.1% | -424.4% | +93.6% |
| 5Y | +2.7% | +536.4% | -533.7% | +2.2% |
| 10Y | -24.7% | +873.2% | -897.9% | -25.1% |
| All | -41.5% | +3,080.9% | -3,122.4% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling