+293.4%
WBD vs TRV
+1,388.6%
-1,095.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +3.9% | -2.3% | +6.2% | +4.9% |
| 3M | +5.1% | +22.7% | -17.6% | -5.2% |
| 6M | +0.6% | +21.9% | -21.4% | -9.3% |
| YTD | -3.2% | +27.5% | -30.6% | -14.7% |
| 1Y | +127.7% | +36.2% | +91.4% | +94.5% |
| 3Y | +146.6% | +140.6% | +6.0% | +58.8% |
| 5Y | +4.2% | +154.5% | -150.3% | -35.1% |
| 10Y | +13.7% | +295.4% | -281.7% | -44.7% |
| All | +293.4% | +1,388.6% | -1,095.2% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling