+13.7%
WBD vs AR
+43.0%
-29.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +3.9% | +5.5% | -1.7% | +2.9% |
| 3M | +5.1% | +12.9% | -7.8% | +2.8% |
| 6M | +0.6% | +0.1% | +0.5% | 0.0% |
| YTD | -3.2% | +13.5% | -16.7% | -6.0% |
| 1Y | +127.7% | +21.6% | +106.1% | +118.0% |
| 3Y | +146.6% | +46.0% | +100.6% | +126.7% |
| 5Y | +4.2% | +143.7% | -139.6% | -13.5% |
| 10Y | +13.7% | +44.3% | -30.6% | -0.2% |
| All | +13.7% | +43.0% | -29.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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