+127.7%
WBD vs TPR
+12.7%
+115.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | -0.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.3% |
| 30D | +5.0% | -27.3% | +32.3% | +8.5% |
| 3M | +6.2% | -16.2% | +22.5% | +7.6% |
| 6M | +0.6% | -17.9% | +18.5% | +1.8% |
| YTD | -2.4% | -7.1% | +4.7% | -4.1% |
| 1Y | +127.7% | +13.6% | +114.1% | +110.4% |
| All | +127.7% | +12.7% | +115.0% | +110.4% |
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