-2.9%
WBD vs DT
-45.5%
+42.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | -0.1% | +1.5% | -1.6% | -0.7% |
| 30D | -0.9% | +21.2% | -22.0% | -8.1% |
| 3M | -3.2% | +7.2% | -10.5% | -6.8% |
| 6M | +22.6% | -15.7% | +38.3% | +29.2% |
| YTD | -5.6% | -9.5% | +3.9% | -3.3% |
| 1Y | +194.7% | -22.3% | +217.0% | +219.8% |
| 3Y | +117.4% | -15.8% | +133.2% | +123.1% |
| All | -2.9% | -45.5% | +42.6% | -0.9% |
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