-13.4%
WBD vs D
-6.2%
-7.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +6.7% | +1.2% | +5.5% | +6.0% |
| 30D | +19.3% | -2.9% | +22.2% | +21.0% |
| 3M | +78.9% | -1.2% | +80.1% | +79.8% |
| 6M | +171.9% | +12.3% | +159.6% | +154.6% |
| YTD | +115.3% | +14.8% | +100.5% | +98.1% |
| 1Y | +177.2% | +6.7% | +170.5% | +164.2% |
| 3Y | +118.2% | +3.3% | +114.9% | +109.7% |
| All | -13.4% | -6.2% | -7.2% | -17.8% |
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