+3.6%
WBD vs BG
+81.8%
-78.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | -0.7% | +3.1% | -3.9% | -1.6% |
| 30D | +1.4% | +10.2% | -8.8% | -1.3% |
| 3M | +4.4% | -1.7% | +6.1% | +4.5% |
| 6M | +0.8% | +1.0% | -0.2% | -0.2% |
| YTD | -2.7% | +39.9% | -42.6% | -13.1% |
| 1Y | +73.4% | +53.2% | +20.2% | +49.1% |
| 3Y | +142.1% | +16.3% | +125.9% | +122.6% |
| All | +3.6% | +81.8% | -78.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling