+17.1%
WBD vs RL
+314.8%
-297.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +219.1% | -206.0% | -10.2% |
| 7D | +13.1% | +219.1% | -206.0% | -10.2% |
| 30D | +13.1% | +219.1% | -206.0% | -10.2% |
| 3M | +13.1% | +219.1% | -206.0% | -10.2% |
| 6M | +13.1% | +219.1% | -206.0% | -10.2% |
| YTD | +13.1% | +219.1% | -206.0% | -10.2% |
| 1Y | +13.1% | +219.1% | -206.0% | -10.2% |
| 3Y | +13.1% | +219.1% | -206.0% | -10.2% |
| 5Y | +18.4% | +237.3% | -219.0% | -8.4% |
| All | +17.1% | +314.8% | -297.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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