+219.5%
WBD vs D
+282.7%
-63.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.2% |
| 7D | +1.0% | +4.9% | -3.9% | -1.5% |
| 30D | +26.7% | +1.7% | +25.1% | +25.5% |
| 3M | +91.1% | +0.9% | +90.3% | +90.2% |
| 6M | +164.8% | +14.3% | +150.5% | +146.2% |
| YTD | +114.5% | +18.4% | +96.0% | +95.3% |
| 1Y | +141.9% | +13.9% | +128.0% | +124.1% |
| 3Y | +120.7% | +13.6% | +107.1% | +101.7% |
| 5Y | +8.3% | -8.6% | +17.0% | +8.9% |
| 10Y | -21.9% | +39.5% | -61.4% | -43.4% |
| All | +219.5% | +282.7% | -63.1% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling