+4.2%
WBD vs M
+24.8%
-20.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -1.5% |
| 30D | +5.0% | -11.6% | +16.6% | +9.1% |
| 3M | +6.2% | +1.6% | +4.6% | +4.7% |
| 6M | +0.6% | +25.2% | -24.6% | -8.1% |
| YTD | -2.4% | +3.8% | -6.2% | -5.8% |
| 1Y | +127.7% | +36.3% | +91.3% | +98.4% |
| 3Y | +148.4% | +116.3% | +32.1% | +69.4% |
| 5Y | +4.2% | +28.2% | -23.9% | -14.6% |
| All | +4.2% | +24.8% | -20.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling