+298.2%
WBD vs TPR
+449.1%
-150.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -2.3% | +0.5% | -1.0% |
| 30D | +8.8% | -23.0% | +31.7% | +18.6% |
| 3M | +4.6% | -12.5% | +17.1% | +8.3% |
| 6M | +1.1% | -21.4% | +22.5% | +7.7% |
| YTD | -2.0% | -3.5% | +1.5% | -3.9% |
| 1Y | +140.0% | +17.4% | +122.7% | +117.2% |
| 3Y | +144.4% | +291.3% | -146.9% | +38.6% |
| 5Y | -0.2% | +241.9% | -242.1% | -41.7% |
| 10Y | +9.1% | +322.7% | -313.5% | -48.6% |
| All | +298.2% | +449.1% | -150.9% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling