+298.2%
WBD vs DAR
+1,615.5%
-1,317.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +8.8% | +12.8% | -4.0% | +4.8% |
| 3M | +4.6% | +7.4% | -2.7% | +1.9% |
| 6M | +1.1% | +22.3% | -21.2% | -5.6% |
| YTD | -2.0% | +81.1% | -83.1% | -18.6% |
| 1Y | +140.0% | +106.5% | +33.5% | +90.0% |
| 3Y | +144.4% | +5.3% | +139.1% | +128.9% |
| 5Y | -0.2% | -11.5% | +11.3% | -3.6% |
| 10Y | +9.1% | +353.3% | -344.2% | -36.3% |
| All | +298.2% | +1,615.5% | -1,317.3% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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