+298.2%
WBD vs M
+16.9%
+281.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | -1.8% | +4.7% | -6.5% | -3.2% |
| 30D | +8.8% | -9.6% | +18.4% | +12.1% |
| 3M | +4.6% | +0.9% | +3.8% | +3.5% |
| 6M | +1.1% | +22.3% | -21.2% | -6.6% |
| YTD | -2.0% | +6.5% | -8.5% | -6.0% |
| 1Y | +140.0% | +38.8% | +101.2% | +110.1% |
| 3Y | +144.4% | +115.9% | +28.5% | +75.5% |
| 5Y | -0.2% | +28.6% | -28.8% | -20.9% |
| 10Y | +9.1% | -2.5% | +11.7% | -23.2% |
| All | +298.2% | +16.9% | +281.3% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling