-63.0%
WBD vs D
-17.5%
-45.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -13.0% | +9.2% | -22.2% | -16.1% |
| 30D | -9.7% | +5.4% | -15.0% | -11.5% |
| 3M | -31.7% | -8.5% | -23.2% | -29.6% |
| 6M | -28.1% | -18.4% | -9.7% | -22.8% |
| YTD | +1.7% | -23.9% | +25.6% | +11.8% |
| 1Y | -2.0% | -21.9% | +19.9% | +6.7% |
| 3Y | -56.4% | -40.0% | -16.5% | -48.5% |
| 5Y | -70.8% | -23.5% | -47.3% | -67.3% |
| All | -63.0% | -17.5% | -45.4% | -58.0% |
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