+293.4%
WBD vs DTE
+665.3%
-371.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +3.9% | -0.5% | +4.4% | +4.1% |
| 3M | +5.1% | -6.0% | +11.1% | +8.3% |
| 6M | +0.6% | -7.2% | +7.8% | +3.9% |
| YTD | -3.2% | +7.2% | -10.3% | -7.7% |
| 1Y | +127.7% | +4.1% | +123.6% | +120.1% |
| 3Y | +146.6% | +46.9% | +99.7% | +96.6% |
| 5Y | +4.2% | +32.9% | -28.7% | -13.7% |
| 10Y | +13.7% | +144.5% | -130.8% | -37.1% |
| All | +293.4% | +665.3% | -371.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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