+10.8%
WBD vs TPR
+305.2%
-294.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | +1.0% |
| 7D | -0.7% | -3.4% | +2.7% | +0.6% |
| 30D | +5.0% | -27.3% | +32.3% | +17.6% |
| 3M | +6.2% | -16.2% | +22.5% | +12.0% |
| 6M | +0.6% | -17.9% | +18.5% | +5.7% |
| YTD | -2.4% | -7.1% | +4.7% | -3.3% |
| 1Y | +127.7% | +13.6% | +114.1% | +106.3% |
| 3Y | +148.4% | +293.7% | -145.3% | +33.5% |
| 5Y | +4.2% | +239.1% | -234.9% | -42.0% |
| 10Y | +10.8% | +311.2% | -300.4% | -51.8% |
| All | +10.8% | +305.2% | -294.4% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling