+336.3%
WBD vs GD
+869.3%
-533.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | +43.9% | +119.1% | +115.9% |
| 7D | +163.0% | +43.9% | +119.1% | +115.9% |
| 30D | +163.0% | +43.9% | +119.1% | +115.9% |
| 3M | +163.0% | +43.9% | +119.1% | +115.9% |
| 6M | +163.0% | +43.9% | +119.1% | +115.9% |
| YTD | +163.0% | +43.9% | +119.1% | +115.9% |
| 1Y | +163.0% | +43.9% | +119.1% | +115.9% |
| 3Y | +206.7% | +61.4% | +145.3% | +134.6% |
| 5Y | +18.4% | +85.9% | -67.6% | -17.2% |
| 10Y | +11.8% | +166.7% | -154.9% | -39.3% |
| All | +336.3% | +869.3% | -533.1% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling