+19.5%
WBD vs GD
+160.0%
-140.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | -3.0% | +39.5% | +38.2% |
| 7D | +36.5% | -3.0% | +39.5% | +38.2% |
| 30D | +36.5% | -3.0% | +39.5% | +38.2% |
| 3M | +36.5% | -3.0% | +39.5% | +38.2% |
| 6M | +36.5% | -3.0% | +39.5% | +38.2% |
| YTD | +36.5% | -3.0% | +39.5% | +38.2% |
| 1Y | +63.0% | -1.8% | +64.7% | +63.8% |
| 3Y | +206.7% | +61.4% | +145.3% | +124.6% |
| 5Y | +18.4% | +85.9% | -67.6% | -21.3% |
| All | +19.5% | +160.0% | -140.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling