+216.1%
WBD vs BOXX
+18.5%
+197.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -1.1% |
| 30D | +1.4% | +0.3% | +1.1% | -0.6% |
| 3M | +4.4% | +1.0% | +3.4% | -2.0% |
| 6M | +0.8% | +1.9% | -1.1% | -10.6% |
| YTD | -2.7% | +2.7% | -5.4% | -18.0% |
| 1Y | +73.4% | +4.0% | +69.4% | +32.9% |
| 3Y | +142.1% | +14.7% | +127.5% | +6.8% |
| All | +216.1% | +18.5% | +197.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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