+148.4%
WBD vs TLN
+494.5%
-346.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.8% |
| 7D | -0.7% | +10.9% | -11.6% | -2.1% |
| 30D | +5.0% | -6.3% | +11.3% | +5.7% |
| 3M | +6.2% | -10.7% | +16.9% | +7.2% |
| 6M | +0.6% | +1.6% | -1.0% | -1.1% |
| YTD | -2.4% | -13.1% | +10.7% | -2.4% |
| 1Y | +127.7% | -15.1% | +142.7% | +127.0% |
| 3Y | +148.4% | +495.0% | -346.6% | +101.9% |
| All | +148.4% | +494.5% | -346.1% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling