+28.9%
WBD vs GM
+223.0%
-194.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +3.9% | -4.6% | +8.4% | +5.9% |
| 3M | +5.1% | +0.2% | +4.9% | +4.2% |
| 6M | +0.6% | +12.6% | -12.0% | -6.2% |
| YTD | -3.2% | +3.7% | -6.8% | -6.9% |
| 1Y | +127.7% | +45.6% | +82.0% | +86.5% |
| 3Y | +146.6% | +162.0% | -15.4% | +51.0% |
| 5Y | +4.2% | +80.5% | -76.3% | -26.1% |
| 10Y | +13.7% | +231.3% | -217.6% | -42.5% |
| All | +28.9% | +223.0% | -194.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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