+160.4%
WBD vs AS
+157.5%
+3.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.8% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | -0.7% | -2.0% | +1.3% | -0.3% |
| 3M | -2.7% | -13.3% | +10.7% | +1.0% |
| 6M | +18.2% | +14.3% | +3.9% | +10.8% |
| YTD | -5.5% | -7.6% | +2.1% | -4.3% |
| 1Y | +200.3% | +27.8% | +172.5% | +165.8% |
| All | +160.4% | +157.5% | +3.0% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling