-16.7%
WBD vs P
+429.8%
-446.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.8% |
| 7D | +1.0% | -8.7% | +9.7% | +2.9% |
| 30D | +26.7% | -3.3% | +30.0% | +27.5% |
| 3M | +91.1% | +55.8% | +35.3% | +72.0% |
| 6M | +164.8% | +89.1% | +75.8% | +127.9% |
| YTD | +114.5% | +46.6% | +67.9% | +92.8% |
| 1Y | +141.9% | +67.0% | +74.9% | +110.7% |
| 3Y | +120.7% | +193.9% | -73.1% | +64.6% |
| 5Y | +8.3% | +411.2% | -402.9% | -29.1% |
| 10Y | -21.9% | +411.2% | -433.0% | -53.8% |
| All | -16.7% | +429.8% | -446.5% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling