+3.6%
WBD vs AU
+686.2%
-682.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.7% | -4.3% | +3.5% | -0.5% |
| 30D | +1.4% | +7.3% | -5.9% | +0.9% |
| 3M | +4.4% | +26.3% | -21.9% | +2.6% |
| 6M | +0.8% | +1.8% | -0.9% | +0.2% |
| YTD | -2.7% | +26.8% | -29.5% | -5.1% |
| 1Y | +73.4% | +66.7% | +6.7% | +64.7% |
| 3Y | +142.1% | +579.1% | -436.9% | +98.1% |
| All | +3.6% | +686.2% | -682.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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