+9.2%
WBD vs BAX
-39.8%
+49.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | -22.0% | +227.5% | +192.8% |
| 7D | +205.5% | -22.0% | +227.5% | +192.8% |
| 30D | +205.5% | -22.0% | +227.5% | +192.8% |
| 3M | +205.5% | -22.0% | +227.5% | +192.8% |
| 6M | +205.5% | -22.0% | +227.5% | +192.8% |
| YTD | +205.5% | -22.0% | +227.5% | +192.8% |
| 1Y | +205.5% | -22.0% | +227.5% | +192.8% |
| 3Y | +206.7% | -30.8% | +237.6% | +203.5% |
| 5Y | +18.4% | -67.0% | +85.3% | +44.2% |
| All | +9.2% | -39.8% | +49.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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