+220.8%
WBD vs TPR
+385.1%
-164.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.3% |
| 7D | +6.7% | -3.2% | +9.9% | +7.9% |
| 30D | +19.3% | -5.4% | +24.6% | +21.7% |
| 3M | +78.9% | -1.6% | +80.5% | +78.9% |
| 6M | +171.9% | +50.4% | +121.5% | +131.2% |
| YTD | +115.3% | +69.4% | +45.9% | +75.5% |
| 1Y | +177.2% | +125.2% | +52.0% | +102.4% |
| 3Y | +118.2% | +266.9% | -148.7% | +31.4% |
| 5Y | +6.2% | +399.1% | -392.9% | -44.2% |
| 10Y | -22.9% | +347.8% | -370.7% | -63.2% |
| All | +220.8% | +385.1% | -164.3% | +19.7% |
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