+148.4%
WBD vs RL
+211.8%
-63.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | 0.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.5% |
| 30D | +5.0% | -12.2% | +17.2% | +10.7% |
| 3M | +6.2% | -6.6% | +12.9% | +8.3% |
| 6M | +0.6% | +3.2% | -2.5% | -3.7% |
| YTD | -2.4% | -1.3% | -1.1% | -5.0% |
| 1Y | +127.7% | +13.6% | +114.1% | +104.0% |
| 3Y | +148.4% | +210.9% | -62.5% | +39.0% |
| All | +148.4% | +211.8% | -63.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling