-30.8%
WBD vs ALM
+9,194.0%
-9,224.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | +0.5% |
| 7D | +1.0% | +7.1% | -6.0% | +1.0% |
| 30D | -0.7% | +17.0% | -17.7% | -0.8% |
| 3M | -2.7% | +47.5% | -50.2% | -2.8% |
| 6M | +18.2% | +192.2% | -174.0% | +17.8% |
| YTD | -5.5% | +137.5% | -142.9% | -5.7% |
| 1Y | +200.3% | +428.3% | -228.0% | +198.8% |
| 3Y | +120.0% | +2,003.6% | -1,883.5% | +118.2% |
| 5Y | -25.9% | +936.5% | -962.5% | -26.5% |
| 10Y | -6.0% | +4,327.5% | -4,333.5% | -6.8% |
| All | -30.8% | +9,194.0% | -9,224.9% | -31.3% |
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