+17.1%
WBD vs PR
+72.1%
-55.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.7% | +73.9% | -39.2% | +22.5% |
| 7D | +34.7% | +73.9% | -39.2% | +22.5% |
| 30D | +34.7% | +73.9% | -39.2% | +22.5% |
| 3M | +34.7% | +73.9% | -39.2% | +22.5% |
| 6M | +34.7% | +73.9% | -39.2% | +22.5% |
| YTD | +34.7% | +73.9% | -39.2% | +22.5% |
| 1Y | +63.0% | +82.7% | -19.7% | +47.2% |
| 3Y | +206.7% | +99.0% | +107.7% | +173.4% |
| 5Y | +18.4% | +259.5% | -241.2% | -3.4% |
| All | +17.1% | +72.1% | -55.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling