+266.9%
WBD vs RL
+150.3%
+116.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.0% |
| 7D | +1.0% | +8.8% | -7.9% | -2.2% |
| 30D | -1.4% | +3.8% | -5.2% | -2.8% |
| 3M | +1.0% | +3.6% | -2.5% | -0.4% |
| 6M | -11.2% | +20.2% | -31.4% | -17.6% |
| YTD | -2.4% | -3.1% | +0.7% | -3.5% |
| 1Y | -13.4% | -18.6% | +5.2% | -8.8% |
| 3Y | -40.3% | -35.8% | -4.5% | -32.9% |
| 5Y | +21.1% | -24.9% | +46.0% | +25.2% |
| 10Y | +273.5% | +54.8% | +218.7% | +144.4% |
| All | +266.9% | +150.3% | +116.6% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling