+4.2%
WBD vs W
-62.3%
+66.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.7% | +5.9% | -7.6% | -3.0% |
| 30D | +3.9% | -3.0% | +6.9% | +4.5% |
| 3M | +5.1% | +40.3% | -35.3% | -6.0% |
| 6M | +0.6% | +32.2% | -31.6% | -10.0% |
| YTD | -3.2% | -0.3% | -2.9% | -8.0% |
| 1Y | +127.7% | +16.2% | +111.5% | +103.4% |
| 3Y | +146.6% | +40.7% | +105.8% | +88.4% |
| 5Y | +4.2% | -62.3% | +66.5% | -15.1% |
| All | +4.2% | -62.3% | +66.5% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling