+124.9%
WBD vs TLN
-23.2%
+148.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.1% |
| 7D | -0.6% | +2.0% | -2.6% | -0.6% |
| 30D | +4.2% | -12.9% | +17.1% | +4.3% |
| 3M | +7.5% | -7.4% | +15.0% | +7.6% |
| 6M | +1.6% | -6.0% | +7.6% | +1.9% |
| YTD | -2.2% | -16.9% | +14.7% | -1.7% |
| 1Y | +124.9% | -22.6% | +147.5% | +151.1% |
| All | +124.9% | -23.2% | +148.0% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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