-1.6%
WBD vs DLR
+111.2%
-112.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.2% |
| 30D | +9.5% | +8.3% | +1.1% | +8.5% |
| 3M | -3.4% | 0.0% | -3.4% | -3.5% |
| 6M | -22.0% | +7.8% | -29.8% | -22.8% |
| YTD | -7.2% | +14.7% | -21.9% | -9.1% |
| 1Y | +28.0% | +14.1% | +13.9% | +25.4% |
| 3Y | -13.9% | +55.0% | -68.9% | -17.9% |
| All | -1.6% | +111.2% | -112.7% | -10.3% |
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