+10.8%
WBD vs P
+712.4%
-701.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.7% | +7.8% | -8.6% | -2.2% |
| 30D | +5.0% | +12.3% | -7.3% | +2.0% |
| 3M | +6.2% | +37.1% | -30.9% | -1.5% |
| 6M | +0.6% | +66.1% | -65.5% | -11.4% |
| YTD | -2.4% | +50.9% | -53.4% | -13.2% |
| 1Y | +127.7% | +27.2% | +100.5% | +106.2% |
| 3Y | +148.4% | +158.7% | -10.3% | +80.5% |
| 5Y | +4.2% | +291.1% | -286.9% | -32.4% |
| 10Y | +10.8% | +715.0% | -704.2% | -38.8% |
| All | +10.8% | +712.4% | -701.6% | -38.8% |
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