+4.2%
WBD vs DRI
+70.3%
-66.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.1% |
| 30D | +5.0% | -0.4% | +5.4% | +4.9% |
| 3M | +6.2% | +9.5% | -3.3% | +0.6% |
| 6M | +0.6% | +6.5% | -5.8% | -4.0% |
| YTD | -2.4% | +18.4% | -20.8% | -13.1% |
| 1Y | +127.7% | +4.2% | +123.5% | +117.0% |
| 3Y | +148.4% | +57.1% | +91.3% | +80.1% |
| 5Y | +4.2% | +70.4% | -66.2% | -32.3% |
| All | +4.2% | +70.3% | -66.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling