+142.1%
WBD vs BKR
+68.5%
+73.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -0.7% | -7.0% | +6.2% | +1.9% |
| 30D | +1.4% | -8.1% | +9.5% | +4.5% |
| 3M | +4.4% | -6.6% | +11.0% | +6.6% |
| 6M | +0.8% | +0.9% | 0.0% | -1.6% |
| YTD | -2.7% | +31.1% | -33.8% | -17.2% |
| 1Y | +73.4% | +27.7% | +45.7% | +48.0% |
| 3Y | +142.1% | +71.2% | +70.9% | +69.6% |
| All | +142.1% | +68.5% | +73.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling