+298.2%
WBD vs PPL
+210.6%
+87.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | +2.7% | -4.5% | -3.1% |
| 30D | +8.8% | +0.5% | +8.3% | +8.4% |
| 3M | +4.6% | +0.7% | +4.0% | +3.9% |
| 6M | +1.1% | -7.6% | +8.7% | +4.5% |
| YTD | -2.0% | +1.8% | -3.8% | -3.8% |
| 1Y | +140.0% | -0.8% | +140.8% | +138.1% |
| 3Y | +144.4% | +56.9% | +87.5% | +89.9% |
| 5Y | -0.2% | +39.5% | -39.7% | -17.9% |
| 10Y | +9.1% | +55.4% | -46.3% | -18.6% |
| All | +298.2% | +210.6% | +87.6% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling