+140.4%
WBD vs TLN
+583.6%
-443.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.9% |
| 7D | -1.8% | +7.1% | -8.9% | -2.7% |
| 30D | +8.8% | -3.9% | +12.7% | +9.1% |
| 3M | +4.6% | -16.2% | +20.8% | +6.6% |
| 6M | +1.1% | -5.8% | +6.9% | +0.4% |
| YTD | -2.0% | -15.4% | +13.5% | -1.5% |
| 1Y | +140.0% | -16.7% | +156.7% | +139.7% |
| 3Y | +144.4% | +473.8% | -329.4% | +68.4% |
| All | +140.4% | +583.6% | -443.1% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling