+11.4%
WBD vs DG
+101.8%
-90.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -0.7% | -6.5% | +5.7% | +0.4% |
| 30D | +1.4% | +4.2% | -2.8% | +0.6% |
| 3M | +4.4% | +9.5% | -5.1% | +2.5% |
| 6M | +0.8% | -13.1% | +14.0% | +2.8% |
| YTD | -2.7% | -4.8% | +2.1% | -2.7% |
| 1Y | +73.4% | +20.6% | +52.8% | +65.0% |
| 3Y | +142.1% | +4.9% | +137.2% | +128.8% |
| 5Y | +7.2% | -37.9% | +45.1% | +13.2% |
| All | +11.4% | +101.8% | -90.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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