+297.5%
WBD vs PBR
+657.6%
-360.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.5% |
| 7D | -0.6% | +4.2% | -4.8% | -1.7% |
| 30D | +4.2% | +22.7% | -18.6% | -1.2% |
| 3M | +7.5% | +21.5% | -14.0% | +1.9% |
| 6M | +1.6% | +24.0% | -22.4% | -4.7% |
| YTD | -2.2% | +88.2% | -90.4% | -17.7% |
| 1Y | +124.9% | +74.8% | +50.1% | +92.1% |
| 3Y | +149.1% | +105.1% | +44.0% | +103.2% |
| 5Y | +7.8% | +572.2% | -564.4% | -37.3% |
| 10Y | +14.9% | +692.7% | -677.9% | -45.7% |
| All | +297.5% | +657.6% | -360.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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