+11.4%
WBD vs O
+54.0%
-42.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | -2.9% | +2.1% | +0.5% |
| 30D | +1.4% | -4.5% | +5.9% | +3.5% |
| 3M | +4.4% | -2.6% | +7.0% | +5.5% |
| 6M | +0.8% | -5.6% | +6.5% | +3.0% |
| YTD | -2.7% | +9.3% | -12.0% | -7.2% |
| 1Y | +73.4% | +4.3% | +69.1% | +68.7% |
| 3Y | +142.1% | +27.4% | +114.7% | +113.9% |
| 5Y | +7.2% | +17.1% | -9.8% | -1.5% |
| All | +11.4% | +54.0% | -42.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling