+119.7%
WBD vs AS
+124.9%
-5.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.7% |
| 7D | +3.1% | -4.2% | +7.3% | +4.6% |
| 30D | +34.4% | -2.6% | +37.0% | +35.4% |
| 3M | +110.6% | -19.0% | +129.6% | +125.5% |
| 6M | +153.4% | +11.7% | +141.7% | +139.3% |
| YTD | +117.4% | +7.8% | +109.6% | +102.8% |
| 1Y | +150.3% | +55.6% | +94.7% | +116.7% |
| All | +119.7% | +124.9% | -5.2% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling