+143.5%
WBD vs DG
+3.3%
+140.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -0.6% | -6.3% | +5.7% | 0.0% |
| 30D | +4.2% | +2.4% | +1.7% | +3.9% |
| 3M | +7.5% | +12.4% | -4.9% | +6.1% |
| 6M | +1.6% | -14.9% | +16.5% | +2.9% |
| YTD | -2.2% | -6.1% | +3.9% | -2.0% |
| 1Y | +124.9% | +17.9% | +107.0% | +118.8% |
| All | +143.5% | +3.3% | +140.2% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling