+11.4%
WBD vs BG
+166.7%
-155.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | 0.0% |
| 7D | -0.7% | +3.1% | -3.9% | -1.8% |
| 30D | +1.4% | +10.2% | -8.8% | -1.9% |
| 3M | +4.4% | -1.7% | +6.1% | +4.3% |
| 6M | +0.8% | +1.0% | -0.2% | -0.6% |
| YTD | -2.7% | +39.9% | -42.6% | -14.4% |
| 1Y | +73.4% | +53.2% | +20.2% | +46.4% |
| 3Y | +142.1% | +16.3% | +125.9% | +122.1% |
| 5Y | +7.2% | +83.9% | -76.6% | -18.8% |
| All | +11.4% | +166.7% | -155.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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