+4.2%
WBD vs AR
+140.6%
-136.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.3% |
| 30D | +5.0% | +12.6% | -7.6% | +2.1% |
| 3M | +6.2% | +10.0% | -3.8% | +3.6% |
| 6M | +0.6% | +0.6% | 0.0% | -0.3% |
| YTD | -2.4% | +13.4% | -15.8% | -6.6% |
| 1Y | +127.7% | +21.7% | +106.0% | +113.3% |
| 3Y | +148.4% | +45.8% | +102.6% | +119.3% |
| 5Y | +4.2% | +144.3% | -140.0% | -26.9% |
| All | +4.2% | +140.6% | -136.4% | -26.9% |
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