+3.6%
WBD vs TDY
+39.0%
-35.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.4% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | +1.4% | -12.0% | +13.5% | +10.1% |
| 3M | +4.4% | -3.2% | +7.6% | +5.7% |
| 6M | +0.8% | -7.9% | +8.7% | +4.8% |
| YTD | -2.7% | +18.2% | -20.9% | -17.3% |
| 1Y | +73.4% | +6.7% | +66.8% | +58.7% |
| 3Y | +142.1% | +47.5% | +94.6% | +73.8% |
| All | +3.6% | +39.0% | -35.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling