+140.0%
WBD vs PNR
-43.1%
+183.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | -2.4% | +0.6% | -1.4% |
| 30D | +8.8% | -12.8% | +21.5% | +11.5% |
| 3M | +4.6% | -17.0% | +21.6% | +7.8% |
| 6M | +1.1% | -37.4% | +38.5% | +13.1% |
| YTD | -2.0% | -41.6% | +39.6% | +12.3% |
| 1Y | +140.0% | -44.6% | +184.6% | +199.7% |
| All | +140.0% | -43.1% | +183.1% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling