+11.4%
WBD vs DLR
+177.5%
-166.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +1.4% | -4.3% | +5.7% | +2.6% |
| 3M | +4.4% | +3.8% | +0.6% | +2.7% |
| 6M | +0.8% | +5.8% | -5.0% | -1.6% |
| YTD | -2.7% | +23.5% | -26.2% | -9.5% |
| 1Y | +73.4% | +11.1% | +62.3% | +66.3% |
| 3Y | +142.1% | +57.9% | +84.3% | +109.0% |
| 5Y | +7.2% | +44.0% | -36.7% | -8.7% |
| All | +11.4% | +177.5% | -166.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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