+293.4%
WBD vs PNR
+188.0%
+105.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +0.2% |
| 7D | -1.7% | -3.9% | +2.2% | +0.3% |
| 30D | +3.9% | -13.8% | +17.7% | +11.9% |
| 3M | +5.1% | -22.5% | +27.6% | +18.0% |
| 6M | +0.6% | -37.2% | +37.7% | +24.9% |
| YTD | -3.2% | -44.2% | +41.1% | +27.0% |
| 1Y | +127.7% | -46.6% | +174.3% | +205.9% |
| 3Y | +146.6% | -12.5% | +159.1% | +155.0% |
| 5Y | +4.2% | -19.3% | +23.5% | +10.8% |
| 10Y | +13.7% | +67.5% | -53.8% | -20.5% |
| All | +293.4% | +188.0% | +105.4% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling