+297.5%
WBD vs BKR
+133.8%
+163.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +3.3% |
| 7D | -0.6% | -6.7% | +6.1% | +1.6% |
| 30D | +4.2% | -8.3% | +12.5% | +7.0% |
| 3M | +7.5% | -5.4% | +12.9% | +8.9% |
| 6M | +1.6% | +0.8% | +0.8% | 0.0% |
| YTD | -2.2% | +31.8% | -34.0% | -12.5% |
| 1Y | +124.9% | +28.6% | +96.3% | +101.9% |
| 3Y | +149.1% | +71.2% | +77.9% | +101.6% |
| 5Y | +7.8% | +179.2% | -171.4% | -28.5% |
| 10Y | +14.9% | +124.0% | -109.1% | -27.4% |
| All | +297.5% | +133.8% | +163.7% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling