+156.1%
WBD vs P
+155.2%
+1.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -1.8% | +6.5% | -8.3% | -2.8% |
| 30D | +8.8% | +18.8% | -10.1% | +5.4% |
| 3M | +4.6% | +26.7% | -22.1% | -0.2% |
| 6M | +1.1% | +62.2% | -61.1% | -8.6% |
| YTD | -2.0% | +48.5% | -50.5% | -10.7% |
| 1Y | +140.0% | +26.4% | +113.6% | +121.0% |
| All | +156.1% | +155.2% | +1.0% | +74.6% |
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