+11.4%
WBD vs RNG
+222.9%
-211.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | -6.1% | +5.3% | +0.5% |
| 30D | +1.4% | +9.6% | -8.2% | -0.6% |
| 3M | +4.4% | +83.3% | -78.9% | -8.9% |
| 6M | +0.8% | +77.9% | -77.1% | -12.7% |
| YTD | -2.7% | +139.9% | -142.6% | -22.7% |
| 1Y | +73.4% | +121.7% | -48.2% | +39.4% |
| 3Y | +142.1% | +121.9% | +20.3% | +90.2% |
| 5Y | +7.2% | -68.4% | +75.6% | -0.5% |
| All | +11.4% | +222.9% | -211.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling