+298.2%
WBD vs UL
+462.2%
-164.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | +8.8% | +0.5% | +8.3% | +8.5% |
| 3M | +4.6% | +17.6% | -13.0% | -3.6% |
| 6M | +1.1% | -5.4% | +6.4% | +2.6% |
| YTD | -2.0% | +0.7% | -2.7% | -3.7% |
| 1Y | +140.0% | -9.3% | +149.3% | +146.4% |
| 3Y | +144.4% | +24.5% | +119.8% | +110.9% |
| 5Y | -0.2% | +23.2% | -23.4% | -14.5% |
| 10Y | +9.1% | +64.5% | -55.4% | -25.1% |
| All | +298.2% | +462.2% | -164.0% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling