+240.1%
WBD vs BR
+1,281.7%
-1,041.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.7% | -5.0% | +3.3% | +0.8% |
| 30D | +3.9% | -2.5% | +6.3% | +5.0% |
| 3M | +5.1% | +13.5% | -8.4% | -2.5% |
| 6M | +0.6% | -9.4% | +10.0% | +4.1% |
| YTD | -3.2% | -23.3% | +20.1% | +8.4% |
| 1Y | +127.7% | -31.6% | +159.3% | +170.6% |
| 3Y | +146.6% | -5.1% | +151.6% | +146.2% |
| 5Y | +4.2% | +8.2% | -4.0% | -4.0% |
| 10Y | +13.7% | +189.8% | -176.2% | -41.5% |
| All | +240.1% | +1,281.7% | -1,041.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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