+3.6%
WBD vs DT
-27.6%
+31.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +1.4% | +3.0% | -1.6% | +0.2% |
| 3M | +4.4% | +26.5% | -22.1% | -4.5% |
| 6M | +0.8% | +35.9% | -35.1% | -11.6% |
| YTD | -2.7% | +17.8% | -20.5% | -10.5% |
| 1Y | +73.4% | +4.1% | +69.4% | +67.1% |
| 3Y | +142.1% | +5.3% | +136.8% | +128.2% |
| All | +3.6% | -27.6% | +31.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling