+7.8%
WBD vs UL
+18.7%
-10.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | -0.6% | -4.1% | +3.5% | +0.6% |
| 30D | +4.2% | -1.2% | +5.4% | +4.5% |
| 3M | +7.5% | +6.0% | +1.5% | +5.1% |
| 6M | +1.6% | -5.5% | +7.1% | +3.1% |
| YTD | -2.2% | -3.3% | +1.2% | -1.8% |
| 1Y | +124.9% | -9.8% | +134.7% | +130.8% |
| 3Y | +149.1% | +20.1% | +129.0% | +118.0% |
| 5Y | +7.8% | +19.2% | -11.3% | -9.7% |
| All | +7.8% | +18.7% | -10.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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