+298.2%
WBD vs B
+154.9%
+143.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -1.8% | -1.6% | -0.2% | -1.6% |
| 30D | +8.8% | +9.4% | -0.7% | +7.4% |
| 3M | +4.6% | +5.0% | -0.4% | +3.6% |
| 6M | +1.1% | -3.5% | +4.6% | +0.8% |
| YTD | -2.0% | +4.5% | -6.4% | -3.6% |
| 1Y | +140.0% | +67.8% | +72.2% | +120.8% |
| 3Y | +144.4% | +196.7% | -52.3% | +106.9% |
| 5Y | -0.2% | +151.9% | -152.1% | -14.6% |
| 10Y | +9.1% | +202.2% | -193.0% | -12.6% |
| All | +298.2% | +154.9% | +143.3% | +163.4% |
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 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