+297.5%
WBD vs TDY
+1,696.7%
-1,399.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -0.6% | -1.9% | +1.3% | +0.3% |
| 30D | +4.2% | -12.5% | +16.7% | +10.6% |
| 3M | +7.5% | -0.8% | +8.3% | +7.4% |
| 6M | +1.6% | -9.0% | +10.6% | +5.1% |
| YTD | -2.2% | +16.8% | -18.9% | -10.5% |
| 1Y | +124.9% | +9.5% | +115.4% | +112.0% |
| 3Y | +149.1% | +45.4% | +103.7% | +107.0% |
| 5Y | +7.8% | +37.8% | -30.0% | -8.3% |
| 10Y | +14.9% | +470.2% | -455.3% | -48.4% |
| All | +297.5% | +1,696.7% | -1,399.2% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling