+18.3%
WBD vs U
-44.5%
+62.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.8% | -3.8% | +2.0% | -1.0% |
| 30D | +8.8% | +17.5% | -8.7% | +4.7% |
| 3M | +4.6% | +38.7% | -34.1% | -3.4% |
| 6M | +1.1% | +104.4% | -103.3% | -15.4% |
| YTD | -2.0% | -5.7% | +3.7% | -5.0% |
| 1Y | +140.0% | +3.7% | +136.3% | +123.9% |
| 3Y | +144.4% | +12.3% | +132.1% | +108.4% |
| 5Y | -0.2% | -68.8% | +68.6% | -14.5% |
| All | +18.3% | -44.5% | +62.8% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling