-33.5%
WBD vs AR
-27.7%
-5.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.7% |
| 30D | -0.4% | -3.3% | +2.9% | +0.1% |
| 3M | +1.7% | +15.6% | -13.9% | -1.1% |
| 6M | +19.6% | +19.2% | +0.4% | +15.3% |
| YTD | -5.6% | +13.6% | -19.1% | -8.1% |
| 1Y | +225.2% | +10.3% | +215.0% | +216.0% |
| 3Y | +111.2% | +85.5% | +25.7% | +86.6% |
| 5Y | -25.8% | +275.9% | -301.6% | -42.6% |
| 10Y | -1.9% | +51.7% | -53.5% | -19.4% |
| All | -33.5% | -27.7% | -5.8% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling