-24.3%
WBD vs AUR
-36.7%
+12.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.4% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +4.2% | -8.9% | +13.1% | +5.2% |
| 3M | +7.5% | +4.6% | +2.9% | +5.9% |
| 6M | +1.6% | +44.9% | -43.3% | -5.9% |
| YTD | -2.2% | +64.8% | -67.0% | -11.6% |
| 1Y | +124.9% | +16.4% | +108.5% | +112.9% |
| 3Y | +149.1% | +85.1% | +64.0% | +97.5% |
| 5Y | +7.8% | -36.1% | +44.0% | -27.7% |
| All | -24.3% | -36.7% | +12.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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