+297.5%
WBD vs DUK
+504.3%
-206.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | +4.2% | -2.2% | +6.4% | +5.2% |
| 3M | +7.5% | -3.7% | +11.2% | +9.0% |
| 6M | +1.6% | -6.3% | +7.9% | +4.0% |
| YTD | -2.2% | +4.5% | -6.7% | -4.8% |
| 1Y | +124.9% | +1.8% | +123.1% | +120.9% |
| 3Y | +149.1% | +46.8% | +102.3% | +103.1% |
| 5Y | +7.8% | +40.2% | -32.4% | -11.1% |
| 10Y | +14.9% | +129.8% | -114.9% | -27.9% |
| All | +297.5% | +504.3% | -206.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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