+342.3%
WBD vs TNA
+944.8%
-602.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | -1.7% | -3.6% | +1.9% | -0.6% |
| 30D | +3.9% | -10.1% | +13.9% | +7.0% |
| 3M | +5.1% | +2.7% | +2.4% | +3.4% |
| 6M | +0.6% | +38.4% | -37.8% | -11.0% |
| YTD | -3.2% | +45.4% | -48.6% | -16.5% |
| 1Y | +127.7% | +55.9% | +71.7% | +89.8% |
| 3Y | +146.6% | +109.8% | +36.7% | +77.5% |
| 5Y | +4.2% | -22.5% | +26.7% | -8.1% |
| 10Y | +13.7% | +87.5% | -73.9% | -38.5% |
| All | +342.3% | +944.8% | -602.5% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling