+293.4%
WBD vs AU
+300.3%
-6.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +3.9% | +12.3% | -8.4% | +2.6% |
| 3M | +5.1% | +29.4% | -24.3% | +2.1% |
| 6M | +0.6% | +3.2% | -2.6% | -0.6% |
| YTD | -3.2% | +31.8% | -35.0% | -7.0% |
| 1Y | +127.7% | +83.4% | +44.2% | +110.2% |
| 3Y | +146.6% | +623.1% | -476.5% | +93.3% |
| 5Y | +4.2% | +700.5% | -696.3% | -20.8% |
| 10Y | +13.7% | +717.6% | -703.9% | -20.2% |
| All | +293.4% | +300.3% | -6.9% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling