+137.7%
WBD vs AR
+30.1%
+107.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.0% | +1.5% | -0.5% | +0.6% |
| 30D | -0.4% | -3.3% | +2.9% | +0.4% |
| 3M | +1.7% | +15.6% | -13.9% | -2.8% |
| 6M | +19.6% | +19.2% | +0.4% | +12.5% |
| YTD | -5.6% | +13.6% | -19.1% | -9.6% |
| 1Y | +225.2% | +10.3% | +215.0% | +209.4% |
| All | +137.7% | +30.1% | +107.6% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling