+13.7%
WBD vs B
+200.3%
-186.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | +3.9% | +9.5% | -5.6% | +2.8% |
| 3M | +5.1% | +14.3% | -9.3% | +3.3% |
| 6M | +0.6% | -1.9% | +2.5% | +0.2% |
| YTD | -3.2% | +4.1% | -7.2% | -4.5% |
| 1Y | +127.7% | +56.1% | +71.5% | +113.0% |
| 3Y | +146.6% | +202.0% | -55.5% | +111.4% |
| 5Y | +4.2% | +158.8% | -154.6% | -9.9% |
| 10Y | +13.7% | +211.9% | -198.2% | -4.4% |
| All | +13.7% | +200.3% | -186.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling