+140.0%
WBD vs ROL
-35.4%
+175.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +8.8% | -4.1% | +12.9% | +9.4% |
| 3M | +4.6% | -22.5% | +27.1% | +8.8% |
| 6M | +1.1% | -37.7% | +38.7% | +10.4% |
| YTD | -2.0% | -39.6% | +37.6% | +6.5% |
| 1Y | +140.0% | -36.0% | +176.0% | +157.7% |
| All | +140.0% | -35.4% | +175.4% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling