+293.4%
WBD vs NI
+846.7%
-553.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.7% | +1.3% | -3.0% | -2.3% |
| 30D | +3.9% | -0.3% | +4.1% | +3.9% |
| 3M | +5.1% | -9.5% | +14.5% | +9.8% |
| 6M | +0.6% | -10.2% | +10.8% | +5.2% |
| YTD | -3.2% | +1.8% | -4.9% | -5.0% |
| 1Y | +127.7% | +5.7% | +122.0% | +119.1% |
| 3Y | +146.6% | +69.6% | +76.9% | +88.3% |
| 5Y | +4.2% | +95.8% | -91.6% | -26.0% |
| 10Y | +13.7% | +145.1% | -131.4% | -32.1% |
| All | +293.4% | +846.7% | -553.3% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling