-9.2%
WBD vs DT
+53.8%
-62.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -0.9% | +21.2% | -22.0% | -5.6% |
| 3M | -3.2% | +7.2% | -10.5% | -5.5% |
| 6M | +22.6% | -15.7% | +38.3% | +26.7% |
| YTD | -5.6% | -9.5% | +3.9% | -4.2% |
| 1Y | +194.7% | -22.3% | +217.0% | +210.4% |
| 3Y | +117.4% | -15.8% | +133.2% | +122.7% |
| 5Y | -23.9% | -12.6% | -11.3% | -24.7% |
| All | -9.2% | +53.8% | -62.9% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling