+127.7%
WBD vs M
+30.1%
+97.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.3% |
| 7D | -1.7% | -4.1% | +2.4% | -1.3% |
| 30D | +3.9% | -13.6% | +17.5% | +5.4% |
| 3M | +5.1% | -2.3% | +7.4% | +4.8% |
| 6M | +0.6% | +21.9% | -21.3% | -2.9% |
| YTD | -3.2% | -0.6% | -2.6% | -3.3% |
| 1Y | +127.7% | +29.7% | +97.9% | +110.5% |
| All | +127.7% | +30.1% | +97.6% | +110.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling