+13.7%
WBD vs M
-7.1%
+20.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.5% |
| 7D | -1.7% | -4.1% | +2.4% | -0.5% |
| 30D | +3.9% | -13.6% | +17.5% | +8.4% |
| 3M | +5.1% | -2.3% | +7.4% | +4.9% |
| 6M | +0.6% | +21.9% | -21.3% | -6.9% |
| YTD | -3.2% | -0.6% | -2.6% | -5.1% |
| 1Y | +127.7% | +29.7% | +97.9% | +103.8% |
| 3Y | +146.6% | +107.3% | +39.3% | +79.6% |
| 5Y | +4.2% | +20.5% | -16.3% | -15.4% |
| 10Y | +13.7% | -6.1% | +19.8% | -22.1% |
| All | +13.7% | -7.1% | +20.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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