+298.2%
WBD vs DLR
+2,326.1%
-2,027.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | +1.6% | -3.4% | -2.3% |
| 30D | +8.8% | -3.4% | +12.1% | +9.9% |
| 3M | +4.6% | +0.5% | +4.1% | +3.8% |
| 6M | +1.1% | +4.6% | -3.5% | -1.2% |
| YTD | -2.0% | +23.4% | -25.4% | -9.3% |
| 1Y | +140.0% | +19.0% | +121.0% | +124.3% |
| 3Y | +144.4% | +56.5% | +87.8% | +107.8% |
| 5Y | -0.2% | +33.3% | -33.5% | -12.4% |
| 10Y | +9.1% | +165.1% | -156.0% | -27.3% |
| All | +298.2% | +2,326.1% | -2,027.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling