-31.0%
WBD vs AR
-27.2%
-3.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.8% | +2.5% | -4.3% | -2.2% |
| 30D | +8.8% | +14.8% | -6.0% | +6.3% |
| 3M | +4.6% | +6.2% | -1.6% | +3.4% |
| 6M | +1.1% | +4.3% | -3.2% | -0.2% |
| YTD | -2.0% | +14.4% | -16.3% | -5.0% |
| 1Y | +140.0% | +21.3% | +118.7% | +129.7% |
| 3Y | +144.4% | +39.8% | +104.6% | +125.7% |
| 5Y | -0.2% | +142.1% | -142.3% | -17.7% |
| 10Y | +9.1% | +52.0% | -42.9% | -10.6% |
| All | -31.0% | -27.2% | -3.8% | -38.4% |
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