+11.4%
WBD vs TRV
+306.9%
-295.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.6% |
| 7D | -0.7% | +1.9% | -2.7% | -1.7% |
| 30D | +1.4% | +1.7% | -0.3% | +0.5% |
| 3M | +4.4% | +23.9% | -19.5% | -6.7% |
| 6M | +0.8% | +26.3% | -25.4% | -11.1% |
| YTD | -2.7% | +30.8% | -33.5% | -15.9% |
| 1Y | +73.4% | +36.3% | +37.1% | +46.5% |
| 3Y | +142.1% | +145.0% | -2.9% | +50.2% |
| 5Y | +7.2% | +163.9% | -156.7% | -36.6% |
| All | +11.4% | +306.9% | -295.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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