-22.1%
WBD vs W
+176.2%
-198.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -1.2% |
| 30D | +8.8% | -7.6% | +16.3% | +10.1% |
| 3M | +4.6% | +37.2% | -32.5% | -2.7% |
| 6M | +1.1% | +26.3% | -25.3% | -5.5% |
| YTD | -2.0% | -1.0% | -1.0% | -5.2% |
| 1Y | +140.0% | +20.1% | +119.9% | +121.4% |
| 3Y | +144.4% | +37.8% | +106.6% | +107.0% |
| 5Y | -0.2% | -63.7% | +63.4% | -11.7% |
| 10Y | +9.1% | +156.3% | -147.2% | -29.0% |
| All | -22.1% | +176.2% | -198.3% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling