+143.5%
WBD vs RNG
+120.1%
+23.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -0.6% | -9.6% | +9.0% | +1.7% |
| 30D | +4.2% | +8.8% | -4.6% | +1.9% |
| 3M | +7.5% | +78.6% | -71.1% | -7.9% |
| 6M | +1.6% | +70.3% | -68.7% | -13.4% |
| YTD | -2.2% | +140.3% | -142.5% | -27.8% |
| 1Y | +124.9% | +126.6% | -1.7% | +68.1% |
| All | +143.5% | +120.1% | +23.4% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling