+140.0%
WBD vs DD
+41.5%
+98.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | -3.5% | +1.7% | -1.1% |
| 30D | +8.8% | -10.3% | +19.1% | +11.3% |
| 3M | +4.6% | -7.5% | +12.2% | +6.2% |
| 6M | +1.1% | -8.0% | +9.1% | +2.7% |
| YTD | -2.0% | +10.5% | -12.4% | -7.7% |
| 1Y | +140.0% | +38.3% | +101.7% | +96.5% |
| All | +140.0% | +41.5% | +98.5% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling