+142.7%
WBD vs COMP
+215.9%
-73.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.1% |
| 30D | +8.8% | -13.3% | +22.1% | +11.6% |
| 3M | +4.6% | +41.1% | -36.5% | -3.5% |
| 6M | +1.1% | +17.2% | -16.1% | -4.6% |
| YTD | -2.0% | +5.2% | -7.2% | -6.2% |
| 1Y | +140.0% | +18.9% | +121.1% | +120.0% |
| All | +142.7% | +215.9% | -73.2% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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