+1.0%
WBD vs D
+5.6%
-4.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.8% | +1.5% | -3.3% | -2.4% |
| 30D | +8.8% | -2.6% | +11.4% | +9.9% |
| 3M | +4.6% | 0.0% | +4.6% | +4.4% |
| 6M | +1.1% | +7.4% | -6.3% | -2.7% |
| YTD | -2.0% | +15.9% | -17.8% | -9.3% |
| 1Y | +140.0% | +18.1% | +121.9% | +119.4% |
| 3Y | +144.4% | +58.4% | +86.0% | +85.8% |
| All | +1.0% | +5.6% | -4.5% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling