+23.5%
WBD vs PSLV
+108.9%
-85.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.6% |
| 7D | -0.6% | -4.9% | +4.3% | -0.1% |
| 30D | +4.2% | -1.9% | +6.1% | +4.3% |
| 3M | +7.5% | +4.2% | +3.3% | +6.8% |
| 6M | +1.6% | -27.6% | +29.2% | +4.3% |
| YTD | -2.2% | -11.7% | +9.5% | -3.3% |
| 1Y | +124.9% | +49.3% | +75.6% | +107.6% |
| 3Y | +149.1% | +167.1% | -18.0% | +114.5% |
| 5Y | +7.8% | +151.7% | -143.8% | -7.0% |
| 10Y | +14.9% | +187.0% | -172.1% | -3.3% |
| All | +23.5% | +108.9% | -85.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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