-24.9%
WBD vs W
+70.5%
-95.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.8% | +1.8% |
| 7D | +1.0% | -5.4% | +6.4% | +1.9% |
| 30D | -0.7% | -14.4% | +13.6% | +1.6% |
| 3M | -2.7% | -30.3% | +27.6% | +2.5% |
| 6M | +18.2% | -44.5% | +62.7% | +28.5% |
| YTD | -5.5% | -38.9% | +33.4% | +1.5% |
| 1Y | +200.3% | +87.2% | +113.1% | +158.7% |
| 3Y | +120.0% | +68.4% | +51.6% | +84.9% |
| 5Y | -25.9% | -81.2% | +55.2% | -26.2% |
| 10Y | -6.0% | +60.3% | -66.3% | -32.1% |
| All | -24.9% | +70.5% | -95.4% | -45.5% |
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