+3.6%
WBD vs TNA
-23.3%
+26.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | -0.7% | -7.3% | +6.5% | +2.1% |
| 30D | +1.4% | -14.2% | +15.6% | +7.2% |
| 3M | +4.4% | -4.6% | +9.0% | +5.1% |
| 6M | +0.8% | +36.9% | -36.1% | -14.2% |
| YTD | -2.7% | +42.5% | -45.3% | -19.9% |
| 1Y | +73.4% | +45.8% | +27.6% | +38.1% |
| 3Y | +142.1% | +104.7% | +37.5% | +48.5% |
| All | +3.6% | -23.3% | +26.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling