+298.2%
WBD vs RL
+899.9%
-601.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +8.8% | -7.8% | +16.5% | +12.1% |
| 3M | +4.6% | -4.0% | +8.6% | +5.5% |
| 6M | +1.1% | -1.9% | +3.0% | -0.4% |
| YTD | -2.0% | -0.2% | -1.8% | -4.4% |
| 1Y | +140.0% | +10.7% | +129.3% | +123.5% |
| 3Y | +144.4% | +210.8% | -66.4% | +47.7% |
| 5Y | -0.2% | +238.2% | -238.4% | -42.3% |
| 10Y | +9.1% | +313.4% | -304.3% | -46.8% |
| All | +298.2% | +899.9% | -601.7% | +17.6% |
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