+12.0%
WBD vs RL
+308.3%
-296.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -0.6% | -2.2% | +1.6% | +0.3% |
| 30D | +4.2% | -15.3% | +19.5% | +11.9% |
| 3M | +7.5% | -10.3% | +17.9% | +11.9% |
| 6M | +1.6% | -2.2% | +3.8% | 0.0% |
| YTD | -2.2% | -4.3% | +2.1% | -3.1% |
| 1Y | +124.9% | +8.9% | +116.0% | +108.7% |
| 3Y | +149.1% | +201.4% | -52.3% | +43.2% |
| 5Y | +7.8% | +230.6% | -222.7% | -41.4% |
| All | +12.0% | +308.3% | -296.3% | -45.2% |
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