+3.6%
WBD vs AR
+86.3%
-82.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.0% | +1.5% | -0.5% | +0.7% |
| 30D | -0.4% | -3.3% | +2.9% | +0.3% |
| 3M | +1.7% | +15.6% | -13.9% | -2.3% |
| 6M | +19.6% | +19.2% | +0.4% | +13.5% |
| YTD | -5.6% | +13.6% | -19.1% | -9.1% |
| 1Y | +225.2% | +10.3% | +215.0% | +211.8% |
| 3Y | +111.2% | +85.5% | +25.7% | +77.9% |
| All | +3.6% | +86.3% | -82.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling