+293.4%
WBD vs DD
+194.3%
+99.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | +0.4% |
| 7D | -1.7% | -3.8% | +2.1% | 0.0% |
| 30D | +3.9% | -9.2% | +13.1% | +8.3% |
| 3M | +5.1% | -9.0% | +14.1% | +9.0% |
| 6M | +0.6% | -5.0% | +5.5% | +1.4% |
| YTD | -3.2% | +7.4% | -10.5% | -8.1% |
| 1Y | +127.7% | +35.1% | +92.5% | +94.0% |
| 3Y | +146.6% | +43.2% | +103.3% | +104.5% |
| 5Y | +4.2% | +59.6% | -55.5% | -17.6% |
| 10Y | +13.7% | +66.5% | -52.8% | -18.2% |
| All | +293.4% | +194.3% | +99.1% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling