-5.4%
WBD vs Z
-0.9%
-4.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | -22.7% | +39.7% | +18.2% |
| 7D | +17.1% | -22.7% | +39.7% | +18.2% |
| 30D | +17.1% | -22.7% | +39.7% | +18.2% |
| 3M | +17.1% | -22.7% | +39.7% | +18.2% |
| 6M | +17.1% | -22.7% | +39.7% | +18.2% |
| YTD | +17.1% | -22.7% | +39.7% | +18.2% |
| 1Y | +17.1% | -22.7% | +39.7% | +18.2% |
| 3Y | +17.1% | -22.7% | +39.7% | +18.2% |
| 5Y | +17.1% | -22.7% | +39.7% | +18.2% |
| 10Y | +11.8% | -20.3% | +32.0% | +11.9% |
| All | -5.4% | -0.9% | -4.5% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling