+298.2%
WBD vs BB
-68.2%
+366.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -5.6% | +3.8% | -0.8% |
| 30D | +8.8% | -11.8% | +20.6% | +11.0% |
| 3M | +4.6% | -25.5% | +30.2% | +8.8% |
| 6M | +1.1% | +121.3% | -120.2% | -15.6% |
| YTD | -2.0% | +103.2% | -105.1% | -17.0% |
| 1Y | +140.0% | +102.6% | +37.4% | +102.5% |
| 3Y | +144.4% | +37.5% | +106.9% | +112.4% |
| 5Y | -0.2% | -30.4% | +30.2% | -5.6% |
| 10Y | +9.1% | 0.0% | +9.1% | -15.1% |
| All | +298.2% | -68.2% | +366.4% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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