+7.8%
WBD vs DG
-39.4%
+47.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -0.6% | -6.3% | +5.7% | +0.4% |
| 30D | +4.2% | +2.4% | +1.7% | +3.7% |
| 3M | +7.5% | +12.4% | -4.9% | +5.2% |
| 6M | +1.6% | -14.9% | +16.5% | +3.8% |
| YTD | -2.2% | -6.1% | +3.9% | -1.9% |
| 1Y | +124.9% | +17.9% | +107.0% | +115.2% |
| 3Y | +149.1% | +3.1% | +146.0% | +136.3% |
| 5Y | +7.8% | -38.7% | +46.5% | +15.8% |
| All | +7.8% | -39.4% | +47.2% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling