+293.4%
WBD vs TRI
+420.4%
-126.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +0.1% |
| 7D | -1.7% | -8.4% | +6.7% | +1.9% |
| 30D | +3.9% | -6.5% | +10.3% | +6.3% |
| 3M | +5.1% | +18.6% | -13.5% | -5.6% |
| 6M | +0.6% | -10.4% | +11.0% | +1.2% |
| YTD | -3.2% | -23.7% | +20.5% | +3.6% |
| 1Y | +127.7% | -42.5% | +170.1% | +180.6% |
| 3Y | +146.6% | -19.3% | +165.8% | +150.2% |
| 5Y | +4.2% | -9.7% | +13.8% | -1.5% |
| 10Y | +13.7% | +194.4% | -180.8% | -46.3% |
| All | +293.4% | +420.4% | -126.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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