+170.1%
WBD vs AS
+120.4%
+49.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.4% |
| 7D | -1.8% | -4.9% | +3.1% | -0.4% |
| 30D | +8.8% | -19.6% | +28.4% | +15.5% |
| 3M | +4.6% | -14.4% | +19.0% | +8.6% |
| 6M | +1.1% | -20.1% | +21.2% | +6.3% |
| YTD | -2.0% | -20.9% | +19.0% | +2.9% |
| 1Y | +140.0% | -21.9% | +161.9% | +151.4% |
| All | +170.1% | +120.4% | +49.7% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling