+4.2%
WBD vs U
-68.4%
+72.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -0.7% | +4.5% | -5.2% | -1.8% |
| 30D | +5.0% | -0.6% | +5.6% | +5.1% |
| 3M | +6.2% | +48.4% | -42.2% | -4.8% |
| 6M | +0.6% | +115.4% | -114.8% | -19.2% |
| YTD | -2.4% | -3.2% | +0.8% | -6.6% |
| 1Y | +127.7% | -6.0% | +133.7% | +116.2% |
| 3Y | +148.4% | +13.5% | +135.0% | +105.4% |
| 5Y | +4.2% | -68.0% | +72.2% | -7.6% |
| All | +4.2% | -68.4% | +72.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 5y: compounded portfolio wealth divided by compounded U 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…
5y analysis · Full analysis span regression · 6 months rolling