-28.1%
WBD vs NWSA
+123.2%
-151.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.7% |
| 7D | -0.7% | -2.6% | +1.9% | +0.9% |
| 30D | +5.0% | +4.6% | +0.4% | +2.1% |
| 3M | +6.2% | +10.2% | -4.0% | -0.9% |
| 6M | +0.6% | +21.6% | -21.0% | -12.3% |
| YTD | -2.4% | +14.6% | -17.1% | -12.5% |
| 1Y | +127.7% | +0.4% | +127.3% | +121.7% |
| 3Y | +148.4% | +45.0% | +103.4% | +96.3% |
| 5Y | +4.2% | +41.3% | -37.1% | -16.6% |
| 10Y | +10.8% | +142.8% | -132.0% | -35.5% |
| All | -28.1% | +123.2% | -151.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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