+13.7%
WBD vs D
+34.1%
-20.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.1% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | +3.9% | -2.1% | +5.9% | +4.6% |
| 3M | +5.1% | -0.7% | +5.8% | +5.2% |
| 6M | +0.6% | +5.6% | -5.0% | -2.0% |
| YTD | -3.2% | +14.6% | -17.7% | -8.7% |
| 1Y | +127.7% | +15.3% | +112.3% | +113.7% |
| 3Y | +146.6% | +59.1% | +87.4% | +101.4% |
| 5Y | +4.2% | +3.9% | +0.3% | -1.7% |
| 10Y | +13.7% | +38.5% | -24.8% | +1.2% |
| All | +13.7% | +34.1% | -20.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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