-35.1%
WBD vs RNG
+309.1%
-344.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +5.0% | +11.4% | -6.4% | +2.6% |
| 3M | +6.2% | +72.1% | -65.9% | -6.1% |
| 6M | +0.6% | +67.9% | -67.3% | -11.8% |
| YTD | -2.4% | +144.3% | -146.8% | -22.7% |
| 1Y | +127.7% | +117.5% | +10.2% | +84.1% |
| 3Y | +148.4% | +123.9% | +24.5% | +95.2% |
| 5Y | +4.2% | -70.1% | +74.3% | +2.3% |
| 10Y | +10.8% | +215.9% | -205.1% | -35.8% |
| All | -35.1% | +309.1% | -344.2% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling