-13.4%
WBD vs P
+248.3%
-261.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +6.7% | -0.6% | +7.2% | +6.8% |
| 30D | +19.3% | +7.4% | +11.9% | +16.9% |
| 3M | +78.9% | +73.3% | +5.6% | +52.4% |
| 6M | +171.9% | +103.9% | +68.0% | +120.3% |
| YTD | +115.3% | +57.9% | +57.4% | +82.1% |
| 1Y | +177.2% | +89.7% | +87.6% | +122.7% |
| 3Y | +118.2% | +219.7% | -101.5% | +38.2% |
| All | -13.4% | +248.3% | -261.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling