+63.8%
DIA vs WBD
+5.3%
+58.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.8% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -3.0% | +4.2% | -7.2% | -3.5% |
| 3M | +4.5% | +7.5% | -3.0% | +3.5% |
| 6M | +9.8% | +1.6% | +8.2% | +9.5% |
| YTD | +9.3% | -2.2% | +11.4% | +9.5% |
| 1Y | +16.0% | +124.9% | -108.9% | +3.5% |
| 3Y | +57.7% | +149.1% | -91.4% | +34.3% |
| 5Y | +63.8% | +7.8% | +55.9% | +50.8% |
| All | +63.8% | +5.3% | +58.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling