+9.2%
WBD vs M
-15.3%
+24.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +23.5% | -9.7% | +6.4% |
| 7D | +13.8% | +23.5% | -9.7% | +6.4% |
| 30D | +13.8% | +23.5% | -9.7% | +6.4% |
| 3M | +13.8% | +23.5% | -9.7% | +6.4% |
| 6M | +13.3% | +28.4% | -15.1% | +4.4% |
| YTD | +7.4% | +4.9% | +2.5% | +4.5% |
| 1Y | +63.0% | +28.0% | +35.0% | +48.2% |
| 3Y | +206.7% | +129.2% | +77.6% | +119.2% |
| 5Y | +18.4% | +22.5% | -4.2% | -3.2% |
| All | +9.2% | -15.3% | +24.5% | -23.1% |
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