+713.4%
DIA vs WBD
+293.1%
+420.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -1.5% | +8.8% | -10.3% | -3.3% |
| 3M | +3.8% | +4.6% | -0.9% | +2.6% |
| 6M | +10.3% | +1.1% | +9.2% | +9.9% |
| YTD | +12.1% | -2.0% | +14.1% | +12.4% |
| 1Y | +18.6% | +140.0% | -121.4% | -4.0% |
| 3Y | +60.6% | +144.4% | -83.7% | +21.9% |
| 5Y | +64.4% | -0.2% | +64.6% | +45.5% |
| 10Y | +250.1% | +9.1% | +241.0% | +163.9% |
| All | +713.4% | +293.1% | +420.3% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling