+1.0%
WBD vs PL
+82.7%
-81.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -1.8% | -9.3% | +7.5% | -0.3% |
| 30D | +8.8% | -18.9% | +27.7% | +12.3% |
| 3M | +4.6% | -58.4% | +63.0% | +18.7% |
| 6M | +1.1% | -30.3% | +31.4% | +1.7% |
| YTD | -2.0% | -8.1% | +6.1% | -7.6% |
| 1Y | +140.0% | +180.5% | -40.5% | +73.0% |
| 3Y | +144.4% | +444.1% | -299.8% | +33.1% |
| All | +1.0% | +82.7% | -81.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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