+296.4%
WBD vs BAX
+80.7%
+215.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.9% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | +5.0% | -9.7% | +14.7% | +8.8% |
| 3M | +6.2% | +29.3% | -23.0% | -4.4% |
| 6M | +0.6% | +40.7% | -40.1% | -13.1% |
| YTD | -2.4% | +30.3% | -32.7% | -14.6% |
| 1Y | +127.7% | +3.4% | +124.3% | +115.5% |
| 3Y | +148.4% | -32.0% | +180.4% | +170.5% |
| 5Y | +4.2% | -66.9% | +71.1% | +49.8% |
| 10Y | +10.8% | -37.1% | +47.9% | +10.0% |
| All | +296.4% | +80.7% | +215.7% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling