+140.0%
WBD vs TPR
+18.6%
+121.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -2.3% | +0.5% | -1.6% |
| 30D | +8.8% | -23.0% | +31.7% | +11.6% |
| 3M | +4.6% | -12.5% | +17.1% | +5.4% |
| 6M | +1.1% | -21.4% | +22.5% | +3.4% |
| YTD | -2.0% | -3.5% | +1.5% | -3.9% |
| 1Y | +140.0% | +17.4% | +122.7% | +123.4% |
| All | +140.0% | +18.6% | +121.4% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling