+11.4%
WBD vs DRI
+353.8%
-342.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -0.7% | -3.2% | +2.5% | +0.5% |
| 30D | +1.4% | -7.8% | +9.2% | +4.4% |
| 3M | +4.4% | +0.4% | +4.0% | +3.7% |
| 6M | +0.8% | +4.8% | -4.0% | -1.9% |
| YTD | -2.7% | +16.7% | -19.4% | -9.7% |
| 1Y | +73.4% | +1.5% | +71.9% | +69.0% |
| 3Y | +142.1% | +56.3% | +85.9% | +98.7% |
| 5Y | +7.2% | +66.4% | -59.2% | -14.5% |
| All | +11.4% | +353.8% | -342.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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