+11.4%
WBD vs ROL
+211.6%
-200.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.7% | -3.2% | +2.4% | -0.1% |
| 30D | +1.4% | -4.9% | +6.3% | +2.5% |
| 3M | +4.4% | -25.8% | +30.2% | +11.2% |
| 6M | +0.8% | -37.6% | +38.4% | +11.5% |
| YTD | -2.7% | -41.5% | +38.8% | +9.0% |
| 1Y | +73.4% | -39.5% | +112.9% | +92.1% |
| 3Y | +142.1% | +0.1% | +142.0% | +139.0% |
| 5Y | +7.2% | -4.6% | +11.8% | +5.3% |
| All | +11.4% | +211.6% | -200.3% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling