+139.3%
WBD vs TLN
+602.5%
-463.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| YTD | -2.4% | -13.1% | +10.7% | -2.4% |
| 1Y | +127.7% | -15.1% | +142.7% | +126.9% |
| 3Y | +148.4% | +495.0% | -346.6% | +69.5% |
| All | +139.3% | +602.5% | -463.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling