+4.2%
WBD vs O
+12.6%
-8.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | +0.1% |
| 7D | -1.7% | -2.3% | +0.6% | -0.3% |
| 30D | +3.9% | -2.4% | +6.3% | +5.4% |
| 3M | +5.1% | -0.6% | +5.7% | +5.1% |
| 6M | +0.6% | -5.0% | +5.6% | +3.2% |
| YTD | -3.2% | +10.4% | -13.5% | -10.3% |
| 1Y | +127.7% | +6.6% | +121.1% | +115.7% |
| 3Y | +146.6% | +28.4% | +118.2% | +101.4% |
| 5Y | +4.2% | +15.3% | -11.1% | -7.8% |
| All | +4.2% | +12.6% | -8.4% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling