+42.8%
WBD vs DRI
+789.6%
-746.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.6% |
| 7D | -13.9% | -0.4% | -13.5% | -13.7% |
| 30D | -7.6% | +9.1% | -16.7% | -10.4% |
| 3M | -28.3% | -7.4% | -20.9% | -26.1% |
| 6M | -22.3% | +2.5% | -24.8% | -22.9% |
| YTD | +6.9% | +12.2% | -5.4% | +2.7% |
| 1Y | -6.2% | +6.8% | -13.0% | -8.3% |
| 3Y | -55.8% | +45.3% | -101.1% | -62.0% |
| 5Y | -69.3% | +52.3% | -121.6% | -76.0% |
| 10Y | -76.8% | +334.8% | -411.5% | -88.1% |
| All | +42.8% | +789.6% | -746.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling