+11.4%
WBD vs DE
+863.9%
-852.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -0.7% | -2.6% | +1.8% | +0.4% |
| 30D | +1.4% | +9.0% | -7.6% | -2.7% |
| 3M | +4.4% | +19.1% | -14.7% | -4.2% |
| 6M | +0.8% | +14.4% | -13.6% | -6.5% |
| YTD | -2.7% | +45.9% | -48.7% | -20.5% |
| 1Y | +73.4% | +43.6% | +29.8% | +41.8% |
| 3Y | +142.1% | +75.9% | +66.3% | +79.3% |
| 5Y | +7.2% | +98.8% | -91.5% | -26.6% |
| All | +11.4% | +863.9% | -852.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling