-4.1%
WBD vs P
+480.3%
-484.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.8% |
| 7D | -0.1% | +11.7% | -11.7% | -2.5% |
| 30D | -0.9% | +36.7% | -37.6% | -7.3% |
| 3M | -3.2% | +17.7% | -20.9% | -7.2% |
| 6M | +22.6% | -5.9% | +28.5% | +20.7% |
| YTD | -5.6% | +24.4% | -30.0% | -11.0% |
| 1Y | +194.7% | +56.2% | +138.5% | +155.0% |
| 3Y | +117.4% | +258.6% | -141.1% | +47.6% |
| 5Y | -23.9% | +389.3% | -413.3% | -51.8% |
| All | -4.1% | +480.3% | -484.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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