+175.0%
WBD vs DT
-22.4%
+197.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | -0.1% | +1.5% | -1.6% | -0.8% |
| 30D | -0.9% | +21.2% | -22.0% | -8.6% |
| 3M | -3.2% | +7.2% | -10.5% | -7.0% |
| 6M | +22.6% | -15.7% | +38.3% | +31.8% |
| YTD | -5.6% | -9.5% | +3.9% | -2.0% |
| 1Y | +194.7% | -22.3% | +217.0% | +227.4% |
| All | +175.0% | -22.4% | +197.5% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling