+11.4%
WBD vs W
+158.6%
-147.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -0.7% | -0.9% | +0.1% | -0.6% |
| 30D | +1.4% | -4.2% | +5.7% | +2.1% |
| 3M | +4.4% | +26.9% | -22.5% | -2.0% |
| 6M | +0.8% | +31.2% | -30.4% | -7.0% |
| YTD | -2.7% | -1.8% | -0.9% | -6.1% |
| 1Y | +73.4% | +9.3% | +64.1% | +61.5% |
| 3Y | +142.1% | +33.2% | +108.9% | +102.7% |
| 5Y | +7.2% | -62.4% | +69.6% | -7.0% |
| All | +11.4% | +158.6% | -147.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling