+297.5%
WBD vs BG
+202.2%
+95.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | -0.6% | +3.7% | -4.3% | -1.9% |
| 30D | +4.2% | +12.3% | -8.2% | -0.1% |
| 3M | +7.5% | -2.2% | +9.7% | +7.6% |
| 6M | +1.6% | +5.3% | -3.7% | -1.4% |
| YTD | -2.2% | +42.4% | -44.6% | -14.8% |
| 1Y | +124.9% | +55.2% | +69.7% | +88.2% |
| 3Y | +149.1% | +21.0% | +128.2% | +125.1% |
| 5Y | +7.8% | +87.1% | -79.3% | -18.9% |
| 10Y | +14.9% | +169.8% | -155.0% | -29.6% |
| All | +297.5% | +202.2% | +95.3% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling