+80.9%
WBD vs DG
+606.1%
-525.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -1.8% | +8.4% | -10.2% | -3.3% |
| 30D | +8.8% | +4.9% | +3.8% | +7.7% |
| 3M | +4.6% | +29.3% | -24.7% | -0.8% |
| 6M | +1.1% | -11.3% | +12.3% | +2.8% |
| YTD | -2.0% | +1.8% | -3.7% | -3.2% |
| 1Y | +140.0% | +25.3% | +114.7% | +125.8% |
| 3Y | +144.4% | +9.1% | +135.3% | +128.5% |
| 5Y | -0.2% | -34.9% | +34.7% | +3.8% |
| 10Y | +9.1% | +108.2% | -99.0% | -16.3% |
| All | +80.9% | +606.1% | -525.2% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling