+1.0%
WBD vs PR
+433.6%
-432.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -1.8% | +2.9% | -4.7% | -2.6% |
| 30D | +8.8% | +18.0% | -9.3% | +3.7% |
| 3M | +4.6% | +16.9% | -12.2% | -0.3% |
| 6M | +1.1% | +28.2% | -27.1% | -6.8% |
| YTD | -2.0% | +69.3% | -71.3% | -17.0% |
| 1Y | +140.0% | +69.5% | +70.5% | +101.7% |
| 3Y | +144.4% | +81.7% | +62.7% | +97.5% |
| All | +1.0% | +433.6% | -432.6% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling