+34.7%
WBD vs AS
-8.6%
+43.2%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -23.8% | +37.9% | +10.2% |
| 7D | +14.2% | -23.8% | +37.9% | +10.2% |
| 30D | +14.2% | -23.8% | +37.9% | +10.2% |
| 3M | +14.2% | -23.8% | +37.9% | +10.2% |
| 6M | +13.3% | -17.8% | +31.0% | +8.5% |
| YTD | +7.4% | -26.5% | +33.8% | +3.6% |
| All | +34.7% | -8.6% | +43.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling