+336.3%
WBD vs M
+15.1%
+321.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +14.5% | +22.0% | +31.7% |
| 7D | +36.5% | +14.5% | +22.0% | +31.7% |
| 30D | +36.5% | +14.5% | +22.0% | +31.7% |
| 3M | +36.5% | +14.5% | +22.0% | +31.7% |
| 6M | +36.5% | +14.5% | +22.0% | +31.7% |
| YTD | +36.5% | +14.5% | +22.0% | +31.7% |
| 1Y | +63.0% | +28.0% | +35.0% | +51.6% |
| 3Y | +206.7% | +129.2% | +77.6% | +123.8% |
| 5Y | +18.4% | +22.5% | -4.2% | -1.2% |
| 10Y | +11.8% | -6.9% | +18.6% | -17.4% |
| All | +336.3% | +15.1% | +321.1% | +110.7% |
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