+4.2%
WBD vs RL
+233.3%
-229.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +3.9% | -17.5% | +21.4% | +14.2% |
| 3M | +5.1% | -14.0% | +19.1% | +12.3% |
| 6M | +0.6% | -2.0% | +2.5% | -1.8% |
| YTD | -3.2% | -4.6% | +1.4% | -4.6% |
| 1Y | +127.7% | +9.5% | +118.1% | +105.6% |
| 3Y | +146.6% | +200.5% | -53.9% | +18.5% |
| 5Y | +4.2% | +226.3% | -222.1% | -55.0% |
| All | +4.2% | +233.3% | -229.1% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling