+264.4%
WBD vs RL
+133.0%
+131.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +0.2% | +0.3% | 0.0% | +0.1% |
| 30D | -4.9% | -4.0% | -0.9% | -3.5% |
| 3M | -1.3% | +3.6% | -4.9% | -2.9% |
| 6M | -8.6% | +11.0% | -19.6% | -12.6% |
| YTD | -3.1% | -9.8% | +6.7% | -1.6% |
| 1Y | -10.9% | -26.4% | +15.5% | -2.5% |
| 3Y | -40.7% | -40.3% | -0.4% | -31.6% |
| 5Y | +12.3% | -33.6% | +45.8% | +21.8% |
| 10Y | +269.7% | +41.6% | +228.1% | +148.9% |
| All | +264.4% | +133.0% | +131.4% | +123.5% |
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