-14.7%
WBD vs W
+194.6%
-209.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -58.9% | +69.8% | +15.2% |
| 7D | +10.9% | -58.9% | +69.8% | +15.2% |
| 30D | +10.9% | -58.9% | +69.8% | +15.2% |
| 3M | +10.9% | -58.9% | +69.8% | +15.2% |
| 6M | +10.9% | -58.9% | +69.8% | +15.2% |
| YTD | +10.9% | -58.9% | +69.8% | +15.2% |
| 1Y | +10.9% | -58.9% | +69.8% | +15.2% |
| 3Y | +10.9% | -58.9% | +69.8% | +15.2% |
| 5Y | +18.4% | -56.1% | +74.4% | +22.0% |
| 10Y | +11.8% | +170.9% | -159.1% | -14.1% |
| All | -14.7% | +194.6% | -209.3% | -34.2% |
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