+98.8%
WBD vs P
+176.2%
-77.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | +6.7% | -0.6% | +7.2% | +6.8% |
| 30D | +19.3% | +7.4% | +11.9% | +17.3% |
| 3M | +78.9% | +73.3% | +5.6% | +56.6% |
| 6M | +171.9% | +103.9% | +68.0% | +127.9% |
| YTD | +115.3% | +57.9% | +57.4% | +81.5% |
| 1Y | +177.2% | +89.7% | +87.6% | +128.0% |
| All | +98.8% | +176.2% | -77.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling