+283.7%
WBD vs B
+118.8%
+164.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +1.0% | -1.1% | +2.2% | +1.1% |
| 30D | -0.4% | -7.0% | +6.6% | +0.5% |
| 3M | +1.7% | -11.2% | +12.9% | +2.9% |
| 6M | +19.6% | +19.6% | 0.0% | +16.0% |
| YTD | -5.6% | -10.3% | +4.8% | -4.7% |
| 1Y | +225.2% | +112.7% | +112.5% | +190.3% |
| 3Y | +111.2% | +105.7% | +5.5% | +88.0% |
| 5Y | -25.8% | +101.4% | -127.2% | -34.4% |
| 10Y | -1.9% | +164.2% | -166.0% | -20.3% |
| All | +283.7% | +118.8% | +164.9% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling