+295.2%
WBD vs ALNY
+3,315.9%
-3,020.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -0.7% | -6.5% | +5.8% | +0.1% |
| 30D | +1.4% | +11.0% | -9.6% | 0.0% |
| 3M | +4.4% | -14.1% | +18.5% | +5.3% |
| 6M | +0.8% | -22.4% | +23.2% | +2.8% |
| YTD | -2.7% | -37.5% | +34.8% | +1.7% |
| 1Y | +73.4% | -46.9% | +120.3% | +84.5% |
| 3Y | +142.1% | +22.1% | +120.1% | +126.9% |
| 5Y | +7.2% | +31.2% | -24.0% | -2.6% |
| 10Y | +14.2% | +256.3% | -242.1% | -17.6% |
| All | +295.2% | +3,315.9% | -3,020.7% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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