+11.4%
WBD vs TNA
+86.1%
-74.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -0.7% | -7.3% | +6.5% | +1.7% |
| 30D | +1.4% | -14.2% | +15.6% | +6.3% |
| 3M | +4.4% | -4.6% | +9.0% | +5.1% |
| 6M | +0.8% | +36.9% | -36.1% | -11.7% |
| YTD | -2.7% | +42.5% | -45.3% | -17.0% |
| 1Y | +73.4% | +45.8% | +27.6% | +44.1% |
| 3Y | +142.1% | +104.7% | +37.5% | +67.4% |
| 5Y | +7.2% | -21.7% | +28.9% | -9.6% |
| All | +11.4% | +86.1% | -74.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling