+162.8%
WBD vs BIL
+30.4%
+132.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.3% |
| 30D | +8.8% | +0.3% | +8.5% | +10.8% |
| 3M | +4.6% | +0.9% | +3.7% | +10.5% |
| 6M | +1.1% | +1.8% | -0.8% | +12.3% |
| YTD | -2.0% | +2.4% | -4.4% | +12.7% |
| 1Y | +140.0% | +3.7% | +136.3% | +196.8% |
| 3Y | +144.4% | +14.2% | +130.2% | +446.5% |
| 5Y | -0.2% | +19.4% | -19.6% | +197.2% |
| 10Y | +9.1% | +25.2% | -16.1% | +340.4% |
| All | +162.8% | +30.4% | +132.5% | +1,080.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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