+336.3%
WBD vs PPL
+193.9%
+142.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -10.3% | +24.0% | +18.8% |
| 7D | +13.7% | -10.3% | +24.0% | +18.8% |
| 30D | +13.7% | -10.3% | +24.0% | +18.8% |
| 3M | +13.7% | -10.3% | +24.0% | +18.8% |
| 6M | +13.3% | -13.3% | +26.6% | +20.3% |
| YTD | +7.4% | -3.6% | +11.0% | +7.6% |
| 1Y | +63.0% | -7.3% | +70.3% | +66.2% |
| 3Y | +206.7% | +58.5% | +148.2% | +135.7% |
| 5Y | +18.4% | +38.7% | -20.3% | -2.8% |
| 10Y | +11.8% | +56.1% | -44.3% | -17.3% |
| All | +336.3% | +193.9% | +142.3% | +148.9% |
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