+3.6%
WBD vs NI
+96.9%
-93.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | +1.4% | -1.4% | +2.8% | +2.1% |
| 3M | +4.4% | -10.6% | +15.0% | +10.7% |
| 6M | +0.8% | -9.3% | +10.1% | +5.5% |
| YTD | -2.7% | +1.1% | -3.8% | -5.3% |
| 1Y | +73.4% | +3.4% | +70.0% | +65.7% |
| 3Y | +142.1% | +67.9% | +74.3% | +65.4% |
| All | +3.6% | +96.9% | -93.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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