+10.8%
WBD vs PPL
+55.2%
-44.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.6% |
| 30D | +5.0% | -1.1% | +6.1% | +5.5% |
| 3M | +6.2% | 0.0% | +6.2% | +5.9% |
| 6M | +0.6% | -7.6% | +8.2% | +4.0% |
| YTD | -2.4% | +1.7% | -4.2% | -4.3% |
| 1Y | +127.7% | +1.5% | +126.2% | +123.2% |
| 3Y | +148.4% | +55.3% | +93.2% | +92.2% |
| 5Y | +4.2% | +37.7% | -33.5% | -14.4% |
| 10Y | +10.8% | +54.0% | -43.2% | -16.8% |
| All | +10.8% | +55.2% | -44.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling