+293.4%
WBD vs DE
+2,897.0%
-2,603.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.4% |
| 30D | +3.9% | +11.1% | -7.3% | -1.3% |
| 3M | +5.1% | +17.6% | -12.5% | -3.1% |
| 6M | +0.6% | +13.6% | -13.0% | -6.5% |
| YTD | -3.2% | +46.3% | -49.4% | -20.7% |
| 1Y | +127.7% | +44.2% | +83.5% | +86.6% |
| 3Y | +146.6% | +76.6% | +70.0% | +83.8% |
| 5Y | +4.2% | +98.2% | -94.0% | -27.9% |
| 10Y | +13.7% | +863.5% | -849.8% | -63.5% |
| All | +293.4% | +2,897.0% | -2,603.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling