-13.6%
WBD vs Z
+25.1%
-38.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | +8.8% | -4.2% | +13.0% | +9.4% |
| 3M | +4.6% | -3.7% | +8.3% | +4.6% |
| 6M | +1.1% | -24.5% | +25.6% | +6.3% |
| YTD | -2.0% | -49.3% | +47.3% | +12.2% |
| 1Y | +140.0% | -58.7% | +198.7% | +187.0% |
| 3Y | +144.4% | -34.1% | +178.5% | +157.6% |
| 5Y | -0.2% | -64.5% | +64.3% | +10.2% |
| 10Y | +9.1% | -0.5% | +9.6% | -15.6% |
| All | -13.6% | +25.1% | -38.7% | -36.9% |
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