+5.0%
WBD vs Z
-65.5%
+70.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +1.5% |
| 7D | -0.7% | -3.3% | +2.6% | +0.2% |
| 30D | +5.0% | -3.7% | +8.7% | +5.7% |
| 3M | +6.2% | -7.0% | +13.2% | +7.2% |
| 6M | +0.6% | -29.5% | +30.1% | +9.9% |
| YTD | -2.4% | -52.6% | +50.1% | +20.2% |
| 1Y | +127.7% | -64.0% | +191.7% | +206.2% |
| 3Y | +148.4% | -36.4% | +184.8% | +168.3% |
| All | +5.0% | -65.5% | +70.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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