+228.5%
DIA vs WBD
+16.8%
+211.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.8% | -10.2% | +1.4% |
| 7D | +3.5% | +13.8% | -10.2% | +1.4% |
| 30D | +3.5% | +13.8% | -10.2% | +1.4% |
| 3M | +3.5% | +13.8% | -10.2% | +1.4% |
| 6M | +10.9% | +13.3% | -2.4% | +8.7% |
| YTD | +7.7% | +7.4% | +0.3% | +6.4% |
| 1Y | +11.2% | +63.0% | -51.8% | +2.5% |
| 3Y | +62.2% | +206.7% | -144.5% | +28.4% |
| 5Y | +62.7% | +18.4% | +44.4% | +45.8% |
| All | +228.5% | +16.8% | +211.7% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling